+320.2%
HIMS vs WCN
+18.2%
+302.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.6% |
| 7D | -1.4% | -4.4% | +3.1% | -1.0% |
| 30D | -10.1% | -4.4% | -5.6% | -9.7% |
| 3M | -1.2% | +0.5% | -1.7% | -2.3% |
| 6M | +16.9% | -3.3% | +20.2% | +17.0% |
| YTD | -15.5% | -8.5% | -7.0% | -14.0% |
| 1Y | -42.6% | -8.9% | -33.6% | -41.5% |
| All | +320.2% | +18.2% | +302.0% | +306.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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