+13.8%
WFC vs HIMS
-45.1%
+58.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.2% |
| 7D | +0.3% | -1.4% | +1.7% | +0.3% |
| 30D | +2.3% | -10.1% | +12.3% | +2.5% |
| 3M | +9.8% | -1.2% | +11.0% | +9.3% |
| 6M | +15.6% | +16.9% | -1.4% | +13.2% |
| YTD | -2.4% | -15.5% | +13.0% | +0.7% |
| 1Y | +13.8% | -42.6% | +56.4% | +22.9% |
| All | +13.8% | -45.1% | +58.9% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling