+101.3%
HIMS vs WCC
+574.1%
-472.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.5% |
| 7D | -24.1% | +9.9% | -34.1% | -26.7% |
| 30D | -28.8% | -8.4% | -20.4% | -27.2% |
| 3M | -31.4% | -10.3% | -21.1% | -29.5% |
| 6M | -18.3% | -10.5% | -7.8% | -16.0% |
| YTD | -39.2% | +32.2% | -71.4% | -44.6% |
| 1Y | -45.3% | +25.5% | -70.8% | -49.3% |
| 3Y | +181.9% | +134.7% | +47.2% | +119.4% |
| 5Y | +166.6% | +139.9% | +26.7% | +101.4% |
| All | +101.3% | +574.1% | -472.8% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling