+180.0%
HIMS vs WELL
+231.4%
-51.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | -1.4% | -2.2% | +0.9% | -1.1% |
| 30D | -10.1% | +4.7% | -14.7% | -10.7% |
| 3M | -1.2% | +11.9% | -13.2% | -3.2% |
| 6M | +16.9% | +14.3% | +2.6% | +13.9% |
| YTD | -15.5% | +28.4% | -43.9% | -19.2% |
| 1Y | -42.6% | +42.3% | -84.9% | -46.0% |
| 3Y | +320.2% | +202.6% | +117.6% | +255.0% |
| 5Y | +215.0% | +206.5% | +8.5% | +161.8% |
| All | +180.0% | +231.4% | -51.4% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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