+67.5%
WDC vs HIMS
-45.4%
+112.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -9.8% | -7.6% | -14.9% |
| 7D | -32.3% | -18.9% | -13.4% | -28.5% |
| 30D | -34.9% | -18.4% | -16.5% | -31.4% |
| 3M | -48.4% | -24.0% | -24.5% | -45.2% |
| 6M | -42.4% | -8.6% | -33.8% | -42.0% |
| YTD | +55.5% | -25.9% | +81.4% | +80.6% |
| 1Y | +67.5% | -45.0% | +112.5% | +119.9% |
| All | +67.5% | -45.4% | +112.9% | +119.9% |
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 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