+220.3%
HIMS vs WCN
+26.9%
+193.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | -2.7% | -1.7% | -1.0% | -2.2% |
| 30D | -12.2% | -3.0% | -9.2% | -11.4% |
| 3M | -3.7% | +2.5% | -6.3% | -5.9% |
| 6M | +25.9% | -5.7% | +31.6% | +27.3% |
| YTD | -14.1% | -7.4% | -6.6% | -12.5% |
| 1Y | -41.6% | -8.6% | -33.0% | -40.5% |
| 3Y | +327.3% | +19.4% | +307.9% | +275.1% |
| All | +220.3% | +26.9% | +193.4% | +158.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling