+180.7%
HIMS vs WTW
+77.6%
+103.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -0.7% | -5.7% | +5.0% | +0.9% |
| 30D | -8.2% | -7.3% | -1.0% | -6.4% |
| 3M | -4.7% | +21.5% | -26.2% | -10.2% |
| 6M | +6.3% | +9.6% | -3.3% | +2.8% |
| YTD | -15.3% | -3.3% | -12.0% | -14.6% |
| 1Y | -46.9% | -6.1% | -40.7% | -46.0% |
| 3Y | +321.3% | +61.8% | +259.4% | +258.2% |
| 5Y | +215.8% | +42.7% | +173.2% | +174.6% |
| All | +180.7% | +77.6% | +103.1% | +138.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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