+120.3%
WFC vs HIMS
+183.3%
-63.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | +3.8% | -3.9% | +7.7% | +4.1% |
| 30D | +1.5% | -12.4% | +13.9% | +2.2% |
| 3M | +10.9% | -1.1% | +11.9% | +10.0% |
| 6M | +8.4% | +68.4% | -60.0% | +1.7% |
| YTD | -1.9% | -14.7% | +12.8% | -3.0% |
| 1Y | +12.3% | -42.4% | +54.7% | +14.0% |
| 3Y | +132.3% | +304.5% | -172.2% | +87.4% |
| 5Y | +130.1% | +237.5% | -107.4% | +80.8% |
| All | +120.3% | +183.3% | -63.1% | +28.8% |
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