+187.4%
HIMS vs NVS
+104.2%
+83.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -13.9% | +15.6% | +3.1% |
| 7D | -0.9% | -14.6% | +13.7% | +0.6% |
| 30D | -10.8% | -11.9% | +1.1% | -9.8% |
| 3M | +3.7% | -6.0% | +9.6% | +3.9% |
| 6M | +79.0% | -11.4% | +90.4% | +80.7% |
| YTD | -13.2% | +2.9% | -16.2% | -14.3% |
| 1Y | -43.3% | +10.2% | -53.5% | -44.6% |
| 3Y | +331.4% | +55.3% | +276.1% | +293.7% |
| 5Y | +230.2% | +89.6% | +140.6% | +189.8% |
| All | +187.4% | +104.2% | +83.3% | +148.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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