+878.9%
WULF vs HIMS
+318.7%
+560.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.5% | +3.6% |
| 7D | +1.4% | -0.7% | +2.1% | +1.7% |
| 30D | -2.6% | -8.2% | +5.6% | -0.5% |
| 3M | -34.0% | -4.7% | -29.3% | -33.8% |
| 6M | +10.0% | +6.3% | +3.7% | +4.2% |
| YTD | +45.7% | -15.3% | +61.0% | +43.7% |
| 1Y | +57.3% | -46.9% | +104.2% | +77.9% |
| 3Y | +878.9% | +321.3% | +557.7% | +231.9% |
| All | +878.9% | +318.7% | +560.2% | +231.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling