-13.2%
WDAY vs HIMS
+191.0%
-204.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +1.8% | -24.1% | +26.0% | +2.8% |
| 30D | +4.1% | -28.8% | +32.9% | +5.2% |
| 3M | -4.8% | -31.4% | +26.6% | -3.9% |
| 6M | +68.6% | -18.3% | +86.9% | +68.1% |
| YTD | -8.5% | -39.2% | +30.7% | -8.1% |
| 1Y | -12.1% | -45.3% | +33.2% | -11.4% |
| 3Y | -13.2% | +181.9% | -195.0% | -16.1% |
| All | -13.2% | +191.0% | -204.2% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling