+101.3%
HIMS vs WMB
+310.3%
-209.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.8% | -5.9% | -5.4% |
| 7D | -18.0% | +8.1% | -26.1% | -19.7% |
| 30D | -33.6% | -6.9% | -26.7% | -32.6% |
| 3M | -34.2% | -5.1% | -29.1% | -33.7% |
| 6M | -21.2% | -5.7% | -15.5% | -21.0% |
| YTD | -39.2% | +18.1% | -57.3% | -43.3% |
| 1Y | -49.4% | +18.4% | -67.8% | -52.8% |
| 3Y | +189.7% | +122.7% | +67.0% | +143.6% |
| 5Y | +166.6% | +202.0% | -35.4% | +115.9% |
| All | +101.3% | +310.3% | -209.0% | +56.2% |
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