+201.1%
WMT vs HIMS
+181.3%
+19.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.1% | +1.3% |
| 7D | 0.0% | -0.7% | +0.7% | 0.0% |
| 30D | -7.4% | -8.2% | +0.8% | -7.4% |
| 3M | -10.9% | -4.7% | -6.2% | -11.1% |
| 6M | -12.7% | +6.3% | -19.0% | -13.3% |
| YTD | -3.2% | -15.3% | +12.1% | -3.5% |
| 1Y | +5.3% | -46.9% | +52.1% | +6.0% |
| 3Y | +101.9% | +321.3% | -219.4% | +86.8% |
| 5Y | +134.6% | +215.8% | -81.3% | +115.6% |
| All | +201.1% | +181.3% | +19.8% | +163.0% |
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