+17.2%
WDAY vs HIMS
+101.7%
-84.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +1.8% | -24.1% | +26.0% | +4.2% |
| 30D | +4.1% | -28.8% | +32.9% | +6.9% |
| 3M | -4.8% | -31.4% | +26.6% | -2.4% |
| 6M | +68.6% | -18.3% | +86.9% | +68.0% |
| YTD | -8.5% | -39.2% | +30.7% | -7.7% |
| 1Y | -12.1% | -45.3% | +33.2% | -10.4% |
| 3Y | -13.2% | +181.9% | -195.0% | -40.0% |
| 5Y | -33.7% | +166.6% | -200.4% | -57.4% |
| All | +17.2% | +101.7% | -84.5% | -38.1% |
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 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