+180.7%
HIMS vs NTR
+93.6%
+87.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.3% |
| 7D | -0.7% | -1.3% | +0.6% | -0.4% |
| 30D | -8.2% | +16.8% | -25.0% | -11.4% |
| 3M | -4.7% | +20.7% | -25.5% | -9.3% |
| 6M | +6.3% | +0.5% | +5.8% | +5.0% |
| YTD | -15.3% | +29.2% | -44.5% | -22.3% |
| 1Y | -46.9% | +39.6% | -86.4% | -52.5% |
| 3Y | +321.3% | +37.9% | +283.4% | +274.1% |
| 5Y | +215.8% | +47.1% | +168.8% | +169.5% |
| All | +180.7% | +93.6% | +87.2% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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