+101.3%
HIMS vs WEC
+61.9%
+39.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.2% | -5.2% |
| 7D | -18.0% | -0.7% | -17.3% | -18.0% |
| 30D | -33.6% | +11.0% | -44.6% | -33.4% |
| 3M | -34.2% | +8.6% | -42.8% | -34.0% |
| 6M | -21.2% | +6.2% | -27.3% | -21.0% |
| YTD | -39.2% | +14.3% | -53.5% | -39.3% |
| 1Y | -49.4% | +8.4% | -57.8% | -49.4% |
| 3Y | +189.7% | +62.9% | +126.9% | +189.1% |
| 5Y | +166.6% | +55.8% | +110.8% | +168.4% |
| All | +101.3% | +61.9% | +39.5% | +100.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling