+236.1%
HIMS vs NVTS
-17.0%
+253.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.4% | -0.4% |
| 7D | -2.7% | +3.5% | -6.2% | -3.3% |
| 30D | -12.2% | -11.9% | -0.3% | -10.5% |
| 3M | -3.7% | -49.2% | +45.5% | +6.2% |
| 6M | +25.9% | +38.4% | -12.5% | +14.7% |
| YTD | -14.1% | +62.5% | -76.5% | -24.5% |
| 1Y | -41.6% | +101.4% | -143.0% | -50.7% |
| 3Y | +327.3% | +40.4% | +286.8% | +262.6% |
| All | +236.1% | -17.0% | +253.2% | +182.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling