+321.3%
HIMS vs WTW
+61.9%
+259.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -0.7% | -5.7% | +5.0% | +0.4% |
| 30D | -8.2% | -7.3% | -1.0% | -7.0% |
| 3M | -4.7% | +21.5% | -26.2% | -8.3% |
| 6M | +6.3% | +9.6% | -3.3% | +4.9% |
| YTD | -15.3% | -3.3% | -12.0% | -12.5% |
| 1Y | -46.9% | -6.1% | -40.7% | -44.8% |
| 3Y | +321.3% | +61.8% | +259.4% | +329.0% |
| All | +321.3% | +61.9% | +259.4% | +329.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling