+181.2%
HIMS vs WCC
+146.1%
+35.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.3% | +5.5% | +7.1% |
| 7D | -21.9% | +3.3% | -25.3% | -23.6% |
| 30D | -32.1% | -9.4% | -22.6% | -29.3% |
| 3M | -31.8% | -10.5% | -21.3% | -28.9% |
| 6M | -28.6% | -10.4% | -18.2% | -25.9% |
| YTD | -35.9% | +34.4% | -70.3% | -46.0% |
| 1Y | -47.6% | +27.7% | -75.3% | -54.8% |
| 3Y | +205.6% | +137.9% | +67.6% | +89.0% |
| All | +181.2% | +146.1% | +35.1% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling