+182.8%
HIMS vs WCC
+635.2%
-452.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -1.7% |
| 7D | -3.9% | +4.5% | -8.4% | -5.3% |
| 30D | -12.4% | -5.8% | -6.7% | -10.7% |
| 3M | -1.1% | -3.7% | +2.6% | +0.2% |
| 6M | +68.4% | +23.1% | +45.4% | +57.7% |
| YTD | -14.7% | +44.2% | -58.8% | -23.6% |
| 1Y | -42.4% | +62.1% | -104.5% | -50.4% |
| 3Y | +304.5% | +121.1% | +183.4% | +217.6% |
| 5Y | +237.5% | +214.0% | +23.6% | +146.0% |
| All | +182.8% | +635.2% | -452.4% | +94.5% |
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 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