+231.4%
HIMS vs NVTS
-16.8%
+248.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -0.4% |
| 7D | -0.7% | -1.4% | +0.7% | -0.5% |
| 30D | -8.2% | -16.5% | +8.3% | -5.6% |
| 3M | -4.7% | -47.6% | +42.9% | +4.6% |
| 6M | +6.3% | +7.3% | -1.0% | +0.8% |
| YTD | -15.3% | +62.9% | -78.2% | -25.6% |
| 1Y | -46.9% | +91.3% | -138.1% | -54.8% |
| 3Y | +321.3% | +43.4% | +277.9% | +255.2% |
| All | +231.4% | -16.8% | +248.3% | +178.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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