+111.9%
WFC vs HIMS
+101.7%
+10.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.5% | -24.1% | +26.6% | +4.3% |
| 30D | +7.0% | -28.8% | +35.8% | +9.2% |
| 3M | -1.8% | -31.4% | +29.7% | +0.1% |
| 6M | +18.4% | -18.3% | +36.7% | +18.3% |
| YTD | -5.6% | -39.2% | +33.6% | -4.9% |
| 1Y | +3.9% | -45.3% | +49.1% | +5.4% |
| 3Y | +126.3% | +181.9% | -55.5% | +86.7% |
| 5Y | +91.1% | +166.6% | -75.5% | +52.6% |
| All | +111.9% | +101.7% | +10.2% | +26.2% |
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