+181.9%
HIMS vs NOC
+24.7%
+157.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | +0.1% |
| 7D | -24.1% | +4.8% | -29.0% | -23.3% |
| 30D | -28.8% | +11.0% | -39.9% | -27.2% |
| 3M | -31.4% | -3.8% | -27.6% | -31.1% |
| 6M | -18.3% | +0.6% | -18.9% | -17.5% |
| YTD | -39.2% | -2.3% | -36.9% | -38.1% |
| 1Y | -45.3% | +0.3% | -45.5% | -43.9% |
| 3Y | +181.9% | +24.6% | +157.3% | +240.9% |
| All | +181.9% | +24.7% | +157.2% | +240.9% |
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