+180.7%
HIMS vs WY
+2.2%
+178.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.2% |
| 7D | -0.7% | -4.2% | +3.4% | +0.3% |
| 30D | -8.2% | -10.1% | +1.9% | -5.8% |
| 3M | -4.7% | -8.5% | +3.8% | -3.0% |
| 6M | +6.3% | -3.3% | +9.6% | +6.7% |
| YTD | -15.3% | -4.4% | -10.9% | -15.3% |
| 1Y | -46.9% | -11.5% | -35.4% | -46.0% |
| 3Y | +321.3% | -24.3% | +345.6% | +344.3% |
| 5Y | +215.8% | -21.3% | +237.2% | +237.2% |
| All | +180.7% | +2.2% | +178.5% | +194.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling