+101.3%
HIMS vs WELL
+244.9%
-143.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -24.1% | +0.1% | -24.2% | -24.1% |
| 30D | -28.8% | +5.7% | -34.5% | -29.4% |
| 3M | -31.4% | +4.6% | -36.1% | -31.9% |
| 6M | -18.3% | +11.9% | -30.1% | -20.0% |
| YTD | -39.2% | +33.6% | -72.8% | -42.3% |
| 1Y | -45.3% | +29.8% | -75.0% | -47.7% |
| 3Y | +181.9% | +202.2% | -20.3% | +137.9% |
| 5Y | +166.6% | +223.2% | -56.6% | +120.1% |
| All | +101.3% | +244.9% | -143.6% | +64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling