+184.7%
HIMS vs WEC
+46.3%
+138.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -1.0% |
| 7D | -2.7% | +0.4% | -3.1% | -2.7% |
| 30D | -12.2% | +0.9% | -13.1% | -12.2% |
| 3M | -3.7% | -5.3% | +1.6% | -3.8% |
| 6M | +25.9% | -6.6% | +32.5% | +25.9% |
| YTD | -14.1% | +3.3% | -17.3% | -14.3% |
| 1Y | -41.6% | +2.1% | -43.7% | -41.7% |
| 3Y | +327.3% | +39.6% | +287.7% | +325.2% |
| 5Y | +207.9% | +31.2% | +176.8% | +207.4% |
| All | +184.7% | +46.3% | +138.4% | +182.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 10y: compounded portfolio wealth divided by compounded WEC 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…
10y analysis · Full analysis span regression · 6 months rolling