+991.6%
WDC vs HIMS
+232.5%
+759.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | +7.5% | -2.7% | +10.2% | +8.0% |
| 30D | +10.1% | -12.2% | +22.2% | +11.8% |
| 3M | -6.8% | -3.7% | -3.1% | -7.4% |
| 6M | +84.1% | +25.9% | +58.2% | +73.6% |
| YTD | +180.3% | -14.1% | +194.3% | +176.3% |
| 1Y | +411.1% | -41.6% | +452.7% | +429.1% |
| 3Y | +1,375.0% | +327.3% | +1,047.7% | +819.9% |
| 5Y | +991.6% | +207.9% | +783.6% | +532.4% |
| All | +991.6% | +232.5% | +759.0% | +532.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling