+187.4%
HIMS vs NWSA
+119.4%
+68.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.5% | +2.4% |
| 7D | -0.9% | -2.6% | +1.7% | +0.1% |
| 30D | -10.8% | +4.6% | -15.4% | -12.6% |
| 3M | +3.7% | +10.2% | -6.5% | -1.7% |
| 6M | +79.0% | +21.6% | +57.3% | +62.5% |
| YTD | -13.2% | +14.6% | -27.9% | -19.5% |
| 1Y | -43.3% | +0.4% | -43.6% | -44.2% |
| 3Y | +331.4% | +45.0% | +286.4% | +275.5% |
| 5Y | +230.2% | +41.3% | +189.0% | +182.4% |
| All | +187.4% | +119.4% | +68.0% | +143.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling