+112.3%
HIMS vs WMB
+307.3%
-194.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.2% | +6.6% | +8.3% |
| 7D | -21.9% | +1.6% | -23.5% | -22.3% |
| 30D | -32.1% | -7.1% | -25.0% | -31.0% |
| 3M | -31.8% | -4.0% | -27.8% | -31.6% |
| 6M | -28.6% | -5.7% | -22.9% | -28.5% |
| YTD | -35.9% | +17.2% | -53.1% | -40.1% |
| 1Y | -47.6% | +17.2% | -64.8% | -51.0% |
| 3Y | +205.6% | +121.1% | +84.5% | +157.5% |
| 5Y | +170.3% | +197.2% | -26.9% | +119.4% |
| All | +112.3% | +307.3% | -194.9% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 10y: compounded portfolio wealth divided by compounded WMB 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…
10y analysis · Full analysis span regression · 6 months rolling