+822.0%
WDC vs HIMS
+206.9%
+615.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +8.8% | -0.4% | +6.9% |
| 7D | -3.2% | -21.9% | +18.7% | +0.3% |
| 30D | -19.0% | -32.1% | +13.1% | -14.2% |
| 3M | -28.4% | -31.8% | +3.4% | -24.8% |
| 6M | -39.2% | -28.6% | -10.6% | -37.0% |
| YTD | +82.1% | -35.9% | +118.0% | +87.4% |
| 1Y | +84.7% | -47.6% | +132.3% | +95.1% |
| All | +822.0% | +206.9% | +615.0% | +605.6% |
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