+180.7%
HIMS vs NSC
+105.4%
+75.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | -0.7% | -2.8% | +2.1% | +0.1% |
| 30D | -8.2% | -4.5% | -3.7% | -7.0% |
| 3M | -4.7% | +3.5% | -8.3% | -6.0% |
| 6M | +6.3% | +8.5% | -2.2% | +3.1% |
| YTD | -15.3% | +12.3% | -27.6% | -19.0% |
| 1Y | -46.9% | +18.9% | -65.8% | -50.1% |
| 3Y | +321.3% | +74.1% | +247.1% | +256.0% |
| 5Y | +215.8% | +43.9% | +171.9% | +179.4% |
| All | +180.7% | +105.4% | +75.3% | +142.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling