+95.2%
HIMS vs WST
+189.1%
-93.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.1% | -16.5% | -16.6% |
| 7D | -25.6% | +1.4% | -26.9% | -25.7% |
| 30D | -38.1% | +12.7% | -50.8% | -39.3% |
| 3M | -39.8% | +17.2% | -56.9% | -41.3% |
| 6M | -32.3% | +26.7% | -59.0% | -34.7% |
| YTD | -41.1% | +50.3% | -91.4% | -44.7% |
| 1Y | -53.4% | +50.2% | -103.6% | -56.2% |
| 3Y | +180.9% | +21.7% | +159.2% | +157.1% |
| 5Y | +138.5% | +2.0% | +136.5% | +120.5% |
| All | +95.2% | +189.1% | -93.9% | +62.8% |
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