+134.1%
HIMS vs WMB
+292.7%
-158.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +3.7% | -15.5% | -12.7% |
| 7D | -9.1% | -6.7% | -2.5% | -7.7% |
| 30D | -25.8% | -8.6% | -17.2% | -24.3% |
| 3M | -27.4% | -4.9% | -22.5% | -27.0% |
| 6M | -18.9% | -6.3% | -12.6% | -18.7% |
| YTD | -29.4% | +13.0% | -42.3% | -33.3% |
| 1Y | -44.1% | +14.9% | -59.0% | -47.5% |
| 3Y | +246.0% | +113.4% | +132.6% | +194.2% |
| 5Y | +177.1% | +190.2% | -13.1% | +126.8% |
| All | +134.1% | +292.7% | -158.6% | +83.6% |
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