+184.7%
HIMS vs WST
+136.1%
+48.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.9% |
| 7D | -2.7% | -1.7% | -1.1% | -2.5% |
| 30D | -12.2% | -4.3% | -7.9% | -11.5% |
| 3M | -3.7% | +0.7% | -4.5% | -3.5% |
| 6M | +25.9% | +36.0% | -10.1% | +20.8% |
| YTD | -14.1% | +22.7% | -36.8% | -16.5% |
| 1Y | -41.6% | +34.1% | -75.7% | -44.1% |
| 3Y | +327.3% | -13.6% | +340.8% | +327.4% |
| 5Y | +207.9% | -26.0% | +233.9% | +197.8% |
| All | +184.7% | +136.1% | +48.6% | +145.6% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling