+324.3%
HIMS vs WMB
+143.2%
+181.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -3.9% | +0.6% | -4.5% | -4.2% |
| 30D | -12.4% | +3.3% | -15.7% | -15.0% |
| 3M | -1.1% | +3.1% | -4.2% | -5.0% |
| 6M | +68.4% | -0.7% | +69.2% | +64.6% |
| YTD | -14.7% | +25.2% | -39.8% | -33.4% |
| 1Y | -42.4% | +32.9% | -75.3% | -57.7% |
| All | +324.3% | +143.2% | +181.1% | +160.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling