+112.3%
HIMS vs NIO
+0.6%
+111.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.2% | +10.0% | +9.0% |
| 7D | -21.9% | -1.8% | -20.1% | -21.5% |
| 30D | -32.1% | -6.6% | -25.5% | -30.9% |
| 3M | -31.8% | -29.9% | -1.9% | -26.5% |
| 6M | -28.6% | -46.6% | +18.0% | -19.1% |
| YTD | -35.9% | -36.5% | +0.6% | -30.0% |
| 1Y | -47.6% | -51.1% | +3.5% | -40.1% |
| 3Y | +205.6% | -55.2% | +260.8% | +234.8% |
| 5Y | +170.3% | -92.3% | +262.6% | +253.1% |
| All | +112.3% | +0.6% | +111.7% | +166.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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