+112.3%
HIMS vs WCC
+585.5%
-473.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.3% | +5.5% | +7.7% |
| 7D | -21.9% | +3.3% | -25.3% | -23.0% |
| 30D | -32.1% | -9.4% | -22.6% | -30.3% |
| 3M | -31.8% | -10.5% | -21.3% | -29.8% |
| 6M | -28.6% | -10.4% | -18.2% | -26.6% |
| YTD | -35.9% | +34.4% | -70.3% | -41.8% |
| 1Y | -47.6% | +27.7% | -75.3% | -51.8% |
| 3Y | +205.6% | +137.9% | +67.6% | +136.7% |
| 5Y | +170.3% | +147.0% | +23.2% | +102.8% |
| All | +112.3% | +585.5% | -473.2% | +48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling