+128.3%
WFC vs HIMS
+232.5%
-104.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.0% |
| 7D | +0.4% | -2.7% | +3.2% | +0.7% |
| 30D | +2.5% | -12.2% | +14.6% | +3.2% |
| 3M | +10.0% | -3.7% | +13.7% | +9.3% |
| 6M | +15.1% | +25.9% | -10.8% | +10.6% |
| YTD | -2.2% | -14.1% | +11.9% | -3.4% |
| 1Y | +13.5% | -41.6% | +55.1% | +15.4% |
| 3Y | +135.2% | +327.3% | -192.0% | +77.1% |
| 5Y | +128.3% | +207.9% | -79.6% | +67.7% |
| All | +128.3% | +232.5% | -104.2% | +67.7% |
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