+331.4%
HIMS vs WCC
+137.6%
+193.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +0.2% |
| 7D | -0.9% | +8.5% | -9.4% | -5.6% |
| 30D | -10.8% | -1.0% | -9.8% | -10.3% |
| 3M | +3.7% | +2.1% | +1.6% | +2.2% |
| 6M | +79.0% | +36.8% | +42.1% | +48.7% |
| YTD | -13.2% | +47.7% | -61.0% | -30.8% |
| 1Y | -43.3% | +66.5% | -109.8% | -58.0% |
| 3Y | +331.4% | +134.2% | +197.2% | +158.5% |
| All | +331.4% | +137.6% | +193.8% | +158.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling