+180.7%
HIMS vs WSM
+673.7%
-493.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | -0.1% |
| 7D | -0.7% | -0.5% | -0.2% | -0.6% |
| 30D | -8.2% | -7.7% | -0.5% | -6.1% |
| 3M | -4.7% | +3.8% | -8.5% | -6.0% |
| 6M | +6.3% | +22.7% | -16.4% | +0.2% |
| YTD | -15.3% | +28.0% | -43.3% | -21.3% |
| 1Y | -46.9% | +12.7% | -59.6% | -49.1% |
| 3Y | +321.3% | +231.3% | +90.0% | +218.7% |
| 5Y | +215.8% | +177.2% | +38.7% | +134.6% |
| All | +180.7% | +673.7% | -493.0% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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