+314.0%
HIMS vs WM
+47.1%
+266.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.1% | +10.1% | +7.2% |
| 7D | -6.1% | +1.2% | -7.3% | -5.5% |
| 30D | -12.0% | +13.1% | -25.1% | -7.7% |
| 3M | -12.3% | +3.6% | -16.0% | -10.7% |
| 6M | -3.3% | +8.1% | -11.4% | +0.2% |
| YTD | -19.9% | +8.9% | -28.8% | -17.2% |
| 1Y | -37.4% | +20.3% | -57.7% | -35.6% |
| 3Y | +314.0% | +46.2% | +267.8% | +338.2% |
| All | +314.0% | +47.1% | +266.9% | +338.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 3y: compounded portfolio wealth divided by compounded WM 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…
3y analysis · Full analysis span regression · 6 months rolling