+180.0%
HIMS vs WTW
+77.5%
+102.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.2% | -1.8% |
| 7D | -1.4% | -7.8% | +6.4% | +0.9% |
| 30D | -10.1% | -7.9% | -2.2% | -8.1% |
| 3M | -1.2% | +19.9% | -21.2% | -6.6% |
| 6M | +16.9% | +9.8% | +7.1% | +13.0% |
| YTD | -15.5% | -3.3% | -12.1% | -14.8% |
| 1Y | -42.6% | -3.3% | -39.3% | -42.2% |
| 3Y | +320.2% | +61.5% | +258.7% | +257.5% |
| 5Y | +215.0% | +42.6% | +172.5% | +174.0% |
| All | +180.0% | +77.5% | +102.5% | +137.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling