+101.3%
HIMS vs NOC
+68.4%
+32.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -24.1% | +4.8% | -29.0% | -23.9% |
| 30D | -28.8% | +11.0% | -39.9% | -28.3% |
| 3M | -31.4% | -3.8% | -27.6% | -31.3% |
| 6M | -18.3% | +0.6% | -18.9% | -18.0% |
| YTD | -39.2% | -2.3% | -36.9% | -39.0% |
| 1Y | -45.3% | +0.3% | -45.5% | -45.0% |
| 3Y | +181.9% | +24.6% | +157.3% | +187.9% |
| 5Y | +166.6% | +66.0% | +100.6% | +178.5% |
| All | +101.3% | +68.4% | +32.9% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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