-25.7%
WDAY vs HIMS
+317.3%
-343.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.5% | -4.9% |
| 7D | -6.1% | -0.9% | -5.2% | -6.1% |
| 30D | +3.7% | -10.8% | +14.5% | +4.0% |
| 3M | +29.6% | +3.7% | +25.9% | +28.5% |
| 6M | +23.3% | +79.0% | -55.6% | +18.5% |
| YTD | -13.3% | -13.2% | 0.0% | -13.8% |
| 1Y | -19.6% | -43.3% | +23.6% | -19.0% |
| 3Y | -25.7% | +331.4% | -357.1% | -32.9% |
| All | -25.7% | +317.3% | -343.0% | -32.9% |
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