-42.4%
HIMS vs NVDL
+42.2%
-84.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.0% |
| 7D | -3.9% | +11.7% | -15.6% | -7.7% |
| 30D | -12.4% | +7.8% | -20.3% | -15.1% |
| 3M | -1.1% | +3.3% | -4.4% | -4.0% |
| 6M | +68.4% | +38.9% | +29.6% | +42.8% |
| YTD | -14.7% | +28.5% | -43.1% | -26.6% |
| 1Y | -42.4% | +40.6% | -83.0% | -52.0% |
| All | -42.4% | +42.2% | -84.6% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 1y: compounded portfolio wealth divided by compounded NVDL 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…
1y analysis · Full analysis span regression · 6 months rolling