+210.1%
HIMS vs WY
-22.2%
+232.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.1% |
| 7D | -0.7% | -4.2% | +3.4% | +1.4% |
| 30D | -8.2% | -10.1% | +1.9% | -3.0% |
| 3M | -4.7% | -8.5% | +3.8% | -1.2% |
| 6M | +6.3% | -3.3% | +9.6% | +6.7% |
| YTD | -15.3% | -4.4% | -10.9% | -16.0% |
| 1Y | -46.9% | -11.5% | -35.4% | -45.1% |
| 3Y | +321.3% | -24.3% | +345.6% | +371.7% |
| All | +210.1% | -22.2% | +232.4% | +255.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling