+101.3%
HIMS vs WWD
+217.9%
-116.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -24.1% | +4.0% | -28.1% | -25.3% |
| 30D | -28.8% | +0.4% | -29.2% | -29.2% |
| 3M | -31.4% | -7.9% | -23.5% | -29.8% |
| 6M | -18.3% | -10.6% | -7.6% | -15.4% |
| YTD | -39.2% | +9.4% | -48.6% | -41.6% |
| 1Y | -45.3% | +25.7% | -71.0% | -50.1% |
| 3Y | +181.9% | +148.5% | +33.3% | +111.9% |
| 5Y | +166.6% | +189.5% | -22.9% | +90.4% |
| All | +101.3% | +217.9% | -116.6% | +42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling