+215.0%
HIMS vs NSC
+44.4%
+170.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -1.4% | -1.4% | 0.0% | -0.7% |
| 30D | -10.1% | -3.4% | -6.7% | -8.6% |
| 3M | -1.2% | +5.1% | -6.3% | -4.1% |
| 6M | +16.9% | +9.2% | +7.7% | +10.7% |
| YTD | -15.5% | +13.4% | -28.9% | -22.0% |
| 1Y | -42.6% | +20.8% | -63.4% | -48.9% |
| 3Y | +320.2% | +76.1% | +244.1% | +205.0% |
| 5Y | +215.0% | +45.3% | +169.8% | +157.0% |
| All | +215.0% | +44.4% | +170.7% | +157.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling