+327.3%
HIMS vs NOC
+28.0%
+299.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | -2.7% | -1.6% | -1.1% | -2.9% |
| 30D | -12.2% | -10.4% | -1.8% | -13.4% |
| 3M | -3.7% | -5.6% | +1.9% | -4.6% |
| 6M | +25.9% | -30.4% | +56.3% | +21.0% |
| YTD | -14.1% | -8.5% | -5.6% | -14.1% |
| 1Y | -41.6% | -8.3% | -33.3% | -41.6% |
| All | +327.3% | +28.0% | +299.2% | +377.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling