+177.1%
HIMS vs WMB
+191.1%
-14.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +3.7% | -15.5% | -13.6% |
| 7D | -9.1% | -6.7% | -2.5% | -6.2% |
| 30D | -25.8% | -8.6% | -17.2% | -22.8% |
| 3M | -27.4% | -4.9% | -22.5% | -26.9% |
| 6M | -18.9% | -6.3% | -12.6% | -19.1% |
| YTD | -29.4% | +13.0% | -42.3% | -39.4% |
| 1Y | -44.1% | +14.9% | -59.0% | -52.6% |
| 3Y | +246.0% | +113.4% | +132.6% | +118.7% |
| 5Y | +177.1% | +190.2% | -13.1% | +37.7% |
| All | +177.1% | +191.1% | -14.0% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling