+182.8%
HIMS vs WELL
+232.1%
-49.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | -3.9% | -0.8% | -3.1% | -3.8% |
| 30D | -12.4% | -0.1% | -12.4% | -12.5% |
| 3M | -1.1% | +18.0% | -19.1% | -3.9% |
| 6M | +68.4% | +15.0% | +53.5% | +64.1% |
| YTD | -14.7% | +28.6% | -43.3% | -18.4% |
| 1Y | -42.4% | +42.9% | -85.3% | -45.8% |
| 3Y | +304.5% | +203.0% | +101.5% | +241.6% |
| 5Y | +237.5% | +206.9% | +30.6% | +180.4% |
| All | +182.8% | +232.1% | -49.3% | +131.8% |
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