+320.2%
HIMS vs NVD
-99.1%
+419.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.5% | -6.1% | -0.4% |
| 7D | -1.4% | +9.0% | -10.4% | +1.0% |
| 30D | -10.1% | -5.5% | -4.6% | -10.2% |
| 3M | -1.2% | -24.6% | +23.4% | -5.3% |
| 6M | +16.9% | -42.1% | +59.0% | +7.7% |
| YTD | -15.5% | -44.3% | +28.8% | -21.6% |
| 1Y | -42.6% | -54.2% | +11.6% | -47.8% |
| All | +320.2% | -99.1% | +419.3% | +154.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling