+181.9%
HIMS vs WEC
+64.2%
+117.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | +0.1% |
| 7D | -24.1% | +2.3% | -26.4% | -23.9% |
| 30D | -28.8% | +11.1% | -39.9% | -27.9% |
| 3M | -31.4% | +8.4% | -39.9% | -30.6% |
| 6M | -18.3% | +7.5% | -25.8% | -17.5% |
| YTD | -39.2% | +15.3% | -54.6% | -39.5% |
| 1Y | -45.3% | +9.7% | -55.0% | -45.0% |
| 3Y | +181.9% | +64.7% | +117.2% | +158.0% |
| All | +181.9% | +64.2% | +117.6% | +158.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling