+10.4%
WDAY vs HIMS
+180.6%
-170.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.4% |
| 7D | -10.5% | -1.4% | -9.2% | -10.4% |
| 30D | +2.1% | -10.1% | +12.2% | +2.8% |
| 3M | +34.6% | -1.2% | +35.9% | +33.0% |
| 6M | +29.9% | +16.9% | +13.0% | +25.0% |
| YTD | -13.8% | -15.5% | +1.7% | -15.0% |
| 1Y | -18.3% | -42.6% | +24.3% | -16.9% |
| 3Y | -26.2% | +320.2% | -346.4% | -51.0% |
| 5Y | -30.8% | +215.0% | -245.9% | -56.1% |
| All | +10.4% | +180.6% | -170.1% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS 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 HIMS 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