+180.7%
HIMS vs NWSA
+117.3%
+63.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -0.7% | -2.8% | +2.1% | +0.4% |
| 30D | -8.2% | +3.0% | -11.2% | -9.4% |
| 3M | -4.7% | +12.3% | -17.0% | -10.4% |
| 6M | +6.3% | +21.9% | -15.6% | -3.5% |
| YTD | -15.3% | +13.6% | -28.8% | -21.1% |
| 1Y | -46.9% | +0.5% | -47.3% | -47.8% |
| 3Y | +321.3% | +43.8% | +277.5% | +268.0% |
| 5Y | +215.8% | +41.2% | +174.7% | +170.9% |
| All | +180.7% | +117.3% | +63.4% | +138.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling