-37.7%
HIMS vs NWSA
+18.2%
-55.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +3.3% |
| 7D | -9.1% | +4.3% | -13.3% | -9.5% |
| 30D | -10.1% | +5.6% | -15.7% | -10.7% |
| 3M | -17.1% | +7.3% | -24.4% | -17.7% |
| 6M | -2.2% | +18.8% | -21.1% | -6.4% |
| YTD | -17.9% | +17.9% | -35.8% | -19.7% |
| 1Y | -37.7% | +19.3% | -57.0% | -39.4% |
| All | -37.7% | +18.2% | -55.9% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling