-37.7%
HIMS vs WST
+47.3%
-85.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.5% |
| 7D | -9.1% | +1.3% | -10.3% | -9.6% |
| 30D | -10.1% | +8.5% | -18.6% | -13.6% |
| 3M | -17.1% | +17.2% | -34.3% | -23.4% |
| 6M | -2.2% | +36.3% | -38.5% | -12.8% |
| YTD | -17.9% | +48.9% | -66.8% | -29.7% |
| 1Y | -37.7% | +42.9% | -80.6% | -45.2% |
| All | -37.7% | +47.3% | -85.0% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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