+327.3%
HIMS vs WU
-28.6%
+355.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -2.7% | -4.9% | +2.2% | -1.8% |
| 30D | -12.2% | -1.3% | -10.9% | -12.1% |
| 3M | -3.7% | -3.6% | -0.2% | -4.8% |
| 6M | +25.9% | -24.3% | +50.2% | +32.9% |
| YTD | -14.1% | -21.1% | +7.0% | -10.3% |
| 1Y | -41.6% | -10.3% | -31.3% | -41.6% |
| All | +327.3% | -28.6% | +355.9% | +337.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling