-37.7%
HIMS vs WOLF
-3.0%
-34.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.1% | +3.3% |
| 7D | -9.1% | -14.5% | +5.4% | -5.7% |
| 30D | -10.1% | -32.0% | +21.9% | -2.2% |
| 3M | -17.1% | -15.8% | -1.3% | -16.7% |
| 6M | -2.2% | -36.6% | +34.4% | -5.5% |
| YTD | -17.9% | +30.9% | -48.8% | -40.2% |
| 1Y | -37.7% | +4.1% | -41.8% | -53.0% |
| All | -37.7% | -3.0% | -34.7% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 1y: compounded portfolio wealth divided by compounded WOLF 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…
1y analysis · Full analysis span regression · 6 months rolling