+180.7%
HIMS vs NVMI
+1,098.6%
-917.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.5% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | -8.2% | -8.4% | +0.2% | -4.2% |
| 3M | -4.7% | -33.6% | +28.8% | +14.5% |
| 6M | +6.3% | -14.7% | +21.0% | +11.1% |
| YTD | -15.3% | +13.2% | -28.5% | -23.4% |
| 1Y | -46.9% | +29.0% | -75.9% | -55.0% |
| 3Y | +321.3% | +215.0% | +106.3% | +126.2% |
| 5Y | +215.8% | +268.6% | -52.7% | +60.4% |
| All | +180.7% | +1,098.6% | -917.9% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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