-53.1%
HIMS vs WOLF
+57.5%
-110.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.6% | -6.0% | -1.7% |
| 7D | -3.9% | +9.7% | -13.6% | -5.9% |
| 30D | -12.4% | +12.5% | -25.0% | -16.2% |
| 3M | -1.1% | -57.7% | +56.7% | +13.8% |
| 6M | +68.4% | +37.7% | +30.8% | +33.5% |
| YTD | -14.7% | +62.8% | -77.5% | -34.3% |
| All | -53.1% | +57.5% | -110.6% | -62.8% |
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