+273.3%
HIMS vs NVDL
+2,480.8%
-2,207.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.7% | +3.1% | -0.4% |
| 7D | -1.4% | -8.7% | +7.3% | +0.9% |
| 30D | -10.1% | -1.3% | -8.8% | -10.0% |
| 3M | -1.2% | +11.4% | -12.6% | -4.8% |
| 6M | +16.9% | +22.9% | -6.0% | +8.6% |
| YTD | -15.5% | +15.4% | -30.9% | -20.8% |
| 1Y | -42.6% | +18.8% | -61.3% | -47.2% |
| 3Y | +320.2% | +641.4% | -321.2% | +139.3% |
| All | +273.3% | +2,480.8% | -2,207.4% | +45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling