+184.7%
HIMS vs WMB
+340.9%
-156.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -12.2% | +4.6% | -16.8% | -13.5% |
| 3M | -3.7% | +5.7% | -9.5% | -5.8% |
| 6M | +25.9% | +4.2% | +21.7% | +23.4% |
| YTD | -14.1% | +26.8% | -40.9% | -21.0% |
| 1Y | -41.6% | +34.7% | -76.3% | -47.2% |
| 3Y | +327.3% | +146.8% | +180.5% | +252.4% |
| 5Y | +207.9% | +285.0% | -77.1% | +142.8% |
| All | +184.7% | +340.9% | -156.2% | +117.7% |
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