+210.9%
HIMS vs WST
-27.4%
+238.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.3% | +1.8% |
| 7D | -0.9% | -0.3% | -0.7% | -0.9% |
| 30D | -10.8% | -4.6% | -6.2% | -10.0% |
| 3M | +3.7% | +5.7% | -2.0% | +3.2% |
| 6M | +79.0% | +37.6% | +41.4% | +71.0% |
| YTD | -13.2% | +23.0% | -36.3% | -15.9% |
| 1Y | -43.3% | +33.8% | -77.1% | -45.8% |
| 3Y | +331.4% | -13.4% | +344.7% | +336.7% |
| All | +210.9% | -27.4% | +238.3% | +218.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling