+101.3%
HIMS vs WST
+188.4%
-87.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.8% | -5.1% |
| 7D | -18.0% | +4.9% | -22.9% | -18.7% |
| 30D | -33.6% | +10.7% | -44.3% | -34.7% |
| 3M | -34.2% | +16.8% | -51.0% | -35.8% |
| 6M | -21.2% | +32.0% | -53.1% | -24.4% |
| YTD | -39.2% | +49.9% | -89.2% | -42.9% |
| 1Y | -49.4% | +50.6% | -100.1% | -52.5% |
| 3Y | +189.7% | +21.4% | +168.3% | +165.3% |
| 5Y | +166.6% | -0.6% | +167.2% | +147.2% |
| All | +101.3% | +188.4% | -87.1% | +68.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling