+180.0%
HIMS vs WPM
+489.4%
-309.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.0% | -0.4% |
| 7D | -1.4% | -3.6% | +2.2% | -0.2% |
| 30D | -10.1% | +12.5% | -22.5% | -13.2% |
| 3M | -1.2% | +40.6% | -41.8% | -11.2% |
| 6M | +16.9% | +0.5% | +16.4% | +15.5% |
| YTD | -15.5% | +29.0% | -44.5% | -23.1% |
| 1Y | -42.6% | +43.8% | -86.4% | -49.4% |
| 3Y | +320.2% | +266.3% | +53.9% | +174.0% |
| 5Y | +215.0% | +255.1% | -40.1% | +101.8% |
| All | +180.0% | +489.4% | -309.4% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling