+101.3%
HIMS vs WU
-52.7%
+154.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | -24.1% | -2.0% | -22.1% | -23.9% |
| 30D | -28.8% | +11.4% | -40.2% | -30.2% |
| 3M | -31.4% | -6.8% | -24.6% | -30.9% |
| 6M | -18.3% | -14.6% | -3.6% | -17.1% |
| YTD | -39.2% | -20.6% | -18.6% | -37.5% |
| 1Y | -45.3% | -15.4% | -29.9% | -44.4% |
| 3Y | +181.9% | -23.6% | +205.5% | +188.5% |
| 5Y | +166.6% | -43.4% | +210.0% | +178.1% |
| All | +101.3% | -52.7% | +154.1% | +108.7% |
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