+181.9%
HIMS vs NSC
+77.7%
+104.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.6% |
| 7D | -24.1% | +2.5% | -26.6% | -24.9% |
| 30D | -28.8% | +1.7% | -30.5% | -29.3% |
| 3M | -31.4% | -2.6% | -28.9% | -30.8% |
| 6M | -18.3% | +6.4% | -24.7% | -21.3% |
| YTD | -39.2% | +15.5% | -54.7% | -44.3% |
| 1Y | -45.3% | +17.6% | -62.9% | -50.4% |
| 3Y | +181.9% | +75.0% | +106.9% | +114.4% |
| All | +181.9% | +77.7% | +104.1% | +114.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling