+165.3%
HIMS vs WST
+180.2%
-14.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.9% | +6.2% | +7.7% |
| 7D | -6.1% | -3.1% | -3.0% | -5.5% |
| 30D | -12.0% | +9.1% | -21.1% | -13.1% |
| 3M | -12.3% | +14.7% | -27.0% | -14.2% |
| 6M | -3.3% | +28.0% | -31.3% | -6.6% |
| YTD | -19.9% | +45.6% | -65.6% | -24.3% |
| 1Y | -37.4% | +45.7% | -83.0% | -40.8% |
| 3Y | +314.0% | +21.1% | +292.9% | +277.2% |
| 5Y | +212.1% | +0.3% | +211.8% | +189.8% |
| All | +165.3% | +180.2% | -14.9% | +122.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling