-37.7%
HIMS vs NSC
+24.4%
-62.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.9% |
| 7D | -9.1% | +1.8% | -10.9% | -8.8% |
| 30D | -10.1% | +8.8% | -19.0% | -8.7% |
| 3M | -17.1% | +1.2% | -18.3% | -16.7% |
| 6M | -2.2% | +11.3% | -13.6% | 0.0% |
| YTD | -17.9% | +20.7% | -38.6% | -15.4% |
| 1Y | -37.7% | +23.4% | -61.1% | -37.4% |
| All | -37.7% | +24.4% | -62.1% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1y: compounded portfolio wealth divided by compounded NSC 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…
1y analysis · Full analysis span regression · 6 months rolling