+165.3%
HIMS vs WM
+133.5%
+31.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.1% | +10.1% | +8.0% |
| 7D | -6.1% | +1.2% | -7.3% | -6.1% |
| 30D | -12.0% | +13.1% | -25.1% | -11.9% |
| 3M | -12.3% | +3.6% | -16.0% | -12.3% |
| 6M | -3.3% | +8.1% | -11.4% | -3.5% |
| YTD | -19.9% | +8.9% | -28.8% | -20.4% |
| 1Y | -37.4% | +20.3% | -57.7% | -38.6% |
| 3Y | +314.0% | +46.2% | +267.8% | +293.3% |
| 5Y | +212.1% | +59.9% | +152.2% | +192.4% |
| All | +165.3% | +133.5% | +31.8% | +142.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling