-45.3%
HIMS vs NSC
+16.6%
-61.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | -0.3% |
| 7D | -24.1% | +2.5% | -26.6% | -23.8% |
| 30D | -28.8% | +1.7% | -30.5% | -28.1% |
| 3M | -31.4% | -2.6% | -28.9% | -31.1% |
| 6M | -18.3% | +6.4% | -24.7% | -16.4% |
| YTD | -39.2% | +15.5% | -54.7% | -37.0% |
| 1Y | -45.3% | +17.6% | -62.9% | -43.4% |
| All | -45.3% | +16.6% | -61.8% | -43.4% |
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