+182.8%
HIMS vs WMB
+335.0%
-152.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.9% | +0.6% | -4.5% | -4.0% |
| 30D | -12.4% | +3.3% | -15.7% | -13.5% |
| 3M | -1.1% | +3.1% | -4.2% | -2.6% |
| 6M | +68.4% | -0.7% | +69.2% | +67.1% |
| YTD | -14.7% | +25.2% | -39.8% | -21.2% |
| 1Y | -42.4% | +32.9% | -75.3% | -47.7% |
| 3Y | +304.5% | +140.6% | +164.0% | +235.4% |
| 5Y | +237.5% | +273.5% | -35.9% | +167.3% |
| All | +182.8% | +335.0% | -152.3% | +117.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling