+890.8%
WDC vs HIMS
+183.3%
+707.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.3% | +5.9% |
| 7D | +1.7% | -3.9% | +5.7% | +2.3% |
| 30D | -10.0% | -12.4% | +2.5% | -8.6% |
| 3M | -18.8% | -1.1% | -17.7% | -19.5% |
| 6M | +79.0% | +68.4% | +10.6% | +62.0% |
| YTD | +171.6% | -14.7% | +186.2% | +168.4% |
| 1Y | +417.4% | -42.4% | +459.8% | +434.5% |
| 3Y | +1,251.8% | +304.5% | +947.3% | +849.5% |
| 5Y | +911.7% | +237.5% | +674.2% | +575.0% |
| All | +890.8% | +183.3% | +707.5% | +363.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling