+180.0%
HIMS vs WU
-53.4%
+233.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -1.4% | -5.0% | +3.6% | -0.6% |
| 30D | -10.1% | -2.3% | -7.8% | -9.8% |
| 3M | -1.2% | -3.2% | +2.0% | -1.8% |
| 6M | +16.9% | -25.0% | +42.0% | +21.9% |
| YTD | -15.5% | -21.7% | +6.2% | -12.6% |
| 1Y | -42.6% | -9.0% | -33.6% | -42.5% |
| 3Y | +320.2% | -28.9% | +349.1% | +336.0% |
| 5Y | +215.0% | -51.0% | +266.1% | +228.6% |
| All | +180.0% | -53.4% | +233.4% | +191.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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