+187.4%
HIMS vs WSM
+679.1%
-491.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -0.9% | +2.6% | -3.5% | -1.7% |
| 30D | -10.8% | -9.5% | -1.3% | -8.2% |
| 3M | +3.7% | +12.9% | -9.2% | -0.1% |
| 6M | +79.0% | +23.0% | +55.9% | +68.6% |
| YTD | -13.2% | +28.9% | -42.2% | -19.6% |
| 1Y | -43.3% | +13.7% | -56.9% | -45.8% |
| 3Y | +331.4% | +232.6% | +98.8% | +225.9% |
| 5Y | +230.2% | +185.9% | +44.4% | +144.9% |
| All | +187.4% | +679.1% | -491.7% | +109.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling