+230.2%
HIMS vs WMB
+282.7%
-52.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +0.4% |
| 7D | -0.9% | +0.8% | -1.7% | -1.4% |
| 30D | -10.8% | +7.7% | -18.5% | -15.2% |
| 3M | +3.7% | +6.7% | -3.0% | -1.9% |
| 6M | +79.0% | +3.6% | +75.3% | +70.7% |
| YTD | -13.2% | +28.0% | -41.2% | -29.3% |
| 1Y | -43.3% | +37.6% | -80.9% | -56.2% |
| 3Y | +331.4% | +149.0% | +182.4% | +157.3% |
| 5Y | +230.2% | +285.3% | -55.1% | +62.2% |
| All | +230.2% | +282.7% | -52.4% | +62.2% |
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 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