+180.7%
HIMS vs WWD
+225.0%
-44.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.2% |
| 7D | -0.7% | -2.6% | +1.9% | +0.2% |
| 30D | -8.2% | -6.9% | -1.3% | -6.0% |
| 3M | -4.7% | -13.0% | +8.3% | +0.1% |
| 6M | +6.3% | -12.5% | +18.7% | +10.9% |
| YTD | -15.3% | +11.8% | -27.1% | -18.9% |
| 1Y | -46.9% | +41.1% | -87.9% | -53.4% |
| 3Y | +321.3% | +163.1% | +158.2% | +212.6% |
| 5Y | +215.8% | +187.6% | +28.2% | +125.1% |
| All | +180.7% | +225.0% | -44.3% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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