+308.2%
HIMS vs NVD
-99.1%
+407.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -0.7% | +10.8% | -11.6% | +2.1% |
| 30D | -8.2% | +0.8% | -9.0% | -6.8% |
| 3M | -4.7% | -20.8% | +16.1% | -7.5% |
| 6M | +6.3% | -41.2% | +47.4% | -1.7% |
| YTD | -15.3% | -44.2% | +28.9% | -21.3% |
| 1Y | -46.9% | -54.2% | +7.3% | -51.7% |
| 3Y | +321.3% | -99.1% | +420.4% | +152.9% |
| All | +308.2% | -99.1% | +407.3% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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