+187.4%
HIMS vs WCN
+91.7%
+95.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.9% |
| 7D | -0.9% | -0.4% | -0.5% | -0.9% |
| 30D | -10.8% | -2.1% | -8.7% | -10.4% |
| 3M | +3.7% | +6.4% | -2.7% | +1.3% |
| 6M | +79.0% | -3.7% | +82.7% | +79.4% |
| YTD | -13.2% | -6.4% | -6.9% | -12.5% |
| 1Y | -43.3% | -7.9% | -35.3% | -42.6% |
| 3Y | +331.4% | +20.8% | +310.6% | +306.1% |
| 5Y | +230.2% | +29.0% | +201.3% | +205.5% |
| All | +187.4% | +91.7% | +95.7% | +158.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling