+101.3%
HIMS vs NSC
+111.1%
-9.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.5% |
| 7D | -24.1% | +2.5% | -26.6% | -24.7% |
| 30D | -28.8% | +1.7% | -30.5% | -29.2% |
| 3M | -31.4% | -2.6% | -28.9% | -31.0% |
| 6M | -18.3% | +6.4% | -24.7% | -20.3% |
| YTD | -39.2% | +15.5% | -54.7% | -42.5% |
| 1Y | -45.3% | +17.6% | -62.9% | -48.5% |
| 3Y | +181.9% | +75.0% | +106.9% | +137.4% |
| 5Y | +166.6% | +32.2% | +134.5% | +136.4% |
| All | +101.3% | +111.1% | -9.8% | +71.9% |
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