+184.7%
HIMS vs NVMI
+1,105.2%
-920.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.5% |
| 7D | -2.7% | +6.9% | -9.7% | -6.0% |
| 30D | -12.2% | -2.8% | -9.3% | -11.1% |
| 3M | -3.7% | -27.3% | +23.6% | +10.4% |
| 6M | +25.9% | -13.7% | +39.6% | +30.9% |
| YTD | -14.1% | +13.8% | -27.9% | -22.5% |
| 1Y | -41.6% | +34.9% | -76.5% | -51.5% |
| 3Y | +327.3% | +213.5% | +113.7% | +129.8% |
| 5Y | +207.9% | +272.5% | -64.5% | +55.8% |
| All | +184.7% | +1,105.2% | -920.5% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling