+16.8%
WDAY vs HIMS
+183.3%
-166.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.3% |
| 7D | -4.4% | -3.9% | -0.4% | -4.0% |
| 30D | +14.7% | -12.4% | +27.2% | +15.8% |
| 3M | +32.4% | -1.1% | +33.4% | +30.7% |
| 6M | +36.9% | +68.4% | -31.6% | +25.9% |
| YTD | -8.8% | -14.7% | +5.8% | -10.2% |
| 1Y | -15.3% | -42.4% | +27.1% | -13.9% |
| 3Y | -21.2% | +304.5% | -325.7% | -47.3% |
| 5Y | -29.5% | +237.5% | -267.0% | -55.6% |
| All | +16.8% | +183.3% | -166.5% | -39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling