+274.3%
HIMS vs NVDL
+2,476.2%
-2,201.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | -0.7% | -10.3% | +9.6% | +2.1% |
| 30D | -8.2% | -7.1% | -1.1% | -6.7% |
| 3M | -4.7% | +6.6% | -11.3% | -7.1% |
| 6M | +6.3% | +21.1% | -14.8% | -0.9% |
| YTD | -15.3% | +15.2% | -30.5% | -20.6% |
| 1Y | -46.9% | +18.8% | -65.6% | -51.1% |
| 3Y | +321.3% | +649.9% | -328.6% | +139.3% |
| All | +274.3% | +2,476.2% | -2,201.9% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling