+187.4%
HIMS vs WY
+5.1%
+182.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.0% |
| 7D | -0.9% | -2.1% | +1.1% | -0.5% |
| 30D | -10.8% | -10.5% | -0.3% | -8.4% |
| 3M | +3.7% | -4.9% | +8.5% | +4.6% |
| 6M | +79.0% | -4.9% | +83.9% | +80.1% |
| YTD | -13.2% | -1.7% | -11.6% | -13.8% |
| 1Y | -43.3% | -9.4% | -33.9% | -42.6% |
| 3Y | +331.4% | -22.3% | +353.7% | +352.1% |
| 5Y | +230.2% | -20.5% | +250.8% | +250.6% |
| All | +187.4% | +5.1% | +182.3% | +199.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling