-18.3%
WDAY vs HIMS
-45.1%
+26.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.5% |
| 7D | -10.5% | -1.4% | -9.2% | -10.5% |
| 30D | +2.1% | -10.1% | +12.2% | +2.2% |
| 3M | +34.6% | -1.2% | +35.9% | +33.7% |
| 6M | +29.9% | +16.9% | +13.0% | +27.5% |
| YTD | -13.8% | -15.5% | +1.7% | -13.5% |
| 1Y | -18.3% | -42.6% | +24.3% | -17.5% |
| All | -18.3% | -45.1% | +26.8% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling