+166.6%
HIMS vs WM
+63.0%
+103.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.6% | -6.8% | -5.1% |
| 7D | -18.0% | +1.2% | -19.2% | -17.9% |
| 30D | -33.6% | +15.2% | -48.8% | -33.1% |
| 3M | -34.2% | +8.3% | -42.5% | -33.8% |
| 6M | -21.2% | +13.1% | -34.3% | -21.1% |
| YTD | -39.2% | +12.5% | -51.8% | -39.6% |
| 1Y | -49.4% | +21.8% | -71.2% | -50.7% |
| 3Y | +189.7% | +48.8% | +140.9% | +159.8% |
| 5Y | +166.6% | +62.1% | +104.5% | +117.4% |
| All | +166.6% | +63.0% | +103.6% | +117.4% |
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