+848.1%
WDC vs HIMS
+181.3%
+666.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.2% | -3.0% |
| 7D | -4.3% | -0.7% | -3.6% | -4.2% |
| 30D | -1.5% | -8.2% | +6.7% | -0.8% |
| 3M | -15.5% | -4.7% | -10.8% | -15.8% |
| 6M | +66.5% | +6.3% | +60.2% | +61.9% |
| YTD | +159.9% | -15.3% | +175.1% | +157.1% |
| 1Y | +366.0% | -46.9% | +412.8% | +387.0% |
| 3Y | +1,285.8% | +321.3% | +964.5% | +867.9% |
| 5Y | +925.6% | +215.8% | +709.7% | +587.6% |
| All | +848.1% | +181.3% | +666.8% | +344.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling