+57.3%
WULF vs HIMS
-43.7%
+101.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.5% | +3.7% |
| 7D | +1.4% | -0.7% | +2.1% | +1.6% |
| 30D | -2.6% | -8.2% | +5.6% | -1.0% |
| 3M | -34.0% | -4.7% | -29.3% | -33.5% |
| 6M | +10.0% | +6.3% | +3.7% | +7.8% |
| YTD | +45.7% | -15.3% | +61.0% | +56.2% |
| 1Y | +57.3% | -46.9% | +104.2% | +84.9% |
| All | +57.3% | -43.7% | +101.0% | +84.9% |
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