-33.5%
HIMS vs WETO
-99.4%
+66.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.7% | +0.3% |
| 7D | -0.7% | -4.3% | +3.6% | -0.7% |
| 30D | -8.2% | -39.9% | +31.7% | -10.7% |
| 3M | -4.7% | -97.9% | +93.2% | +1.0% |
| 6M | +6.3% | -95.0% | +101.3% | +1.9% |
| YTD | -15.3% | -97.2% | +81.9% | -16.1% |
| 1Y | -46.9% | -98.9% | +52.1% | -44.6% |
| All | -33.5% | -99.4% | +66.0% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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