+222.2%
HIMS vs WM
+52.1%
+170.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.4% |
| 7D | -3.9% | -0.3% | -3.6% | -3.9% |
| 30D | -12.4% | -2.4% | -10.1% | -12.5% |
| 3M | -1.1% | +0.4% | -1.5% | -1.5% |
| 6M | +68.4% | -9.5% | +77.9% | +69.6% |
| YTD | -14.7% | +0.5% | -15.2% | -15.7% |
| 1Y | -42.4% | -1.1% | -41.3% | -42.9% |
| 3Y | +304.5% | +46.0% | +258.5% | +251.0% |
| All | +222.2% | +52.1% | +170.1% | +161.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling