+180.7%
HIMS vs NVT
+720.4%
-539.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.4% | -1.9% |
| 7D | -0.7% | +4.1% | -4.8% | -2.6% |
| 30D | -8.2% | -5.1% | -3.1% | -6.5% |
| 3M | -4.7% | -1.2% | -3.5% | -5.2% |
| 6M | +6.3% | +46.6% | -40.3% | -12.2% |
| YTD | -15.3% | +60.0% | -75.3% | -32.7% |
| 1Y | -46.9% | +70.8% | -117.6% | -58.8% |
| 3Y | +321.3% | +187.5% | +133.7% | +164.8% |
| 5Y | +215.8% | +426.1% | -210.3% | +69.9% |
| All | +180.7% | +720.4% | -539.7% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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