+210.1%
HIMS vs NTR
+45.7%
+164.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.7% |
| 3M | -4.7% | +20.7% | -25.5% | -9.8% |
| 6M | +6.3% | +0.5% | +5.8% | +5.0% |
| YTD | -15.3% | +29.2% | -44.5% | -23.4% |
| 1Y | -46.9% | +39.6% | -86.4% | -53.4% |
| 3Y | +321.3% | +37.9% | +283.4% | +265.3% |
| All | +210.1% | +45.7% | +164.4% | +110.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling