+567.0%
WDC vs HIMS
+160.3%
+406.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -5.0% | -5.0% |
| 7D | +12.1% | -24.1% | +36.2% | +16.8% |
| 30D | -18.8% | -28.8% | +10.0% | -14.2% |
| 3M | -39.3% | -31.4% | -7.9% | -36.0% |
| 6M | -40.1% | -18.3% | -21.9% | -39.1% |
| YTD | +71.8% | -39.2% | +111.0% | +78.8% |
| 1Y | +88.5% | -45.3% | +133.7% | +99.2% |
| 3Y | +770.0% | +181.9% | +588.1% | +471.0% |
| All | +567.0% | +160.3% | +406.7% | +278.4% |
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