+134.1%
HIMS vs NIO
+5.9%
+128.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.6% | -12.4% | -11.9% |
| 7D | -9.1% | +6.9% | -16.0% | -10.2% |
| 30D | -25.8% | -4.7% | -21.1% | -24.9% |
| 3M | -27.4% | -28.1% | +0.7% | -22.3% |
| 6M | -18.9% | -41.7% | +22.9% | -9.7% |
| YTD | -29.4% | -33.1% | +3.8% | -23.8% |
| 1Y | -44.1% | -50.3% | +6.2% | -36.3% |
| 3Y | +246.0% | -54.4% | +300.4% | +276.7% |
| 5Y | +177.1% | -91.6% | +268.7% | +256.6% |
| All | +134.1% | +5.9% | +128.2% | +190.0% |
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