+101.3%
HIMS vs NWSA
+99.1%
+2.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -1.1% |
| 7D | -24.1% | +2.2% | -26.3% | -24.8% |
| 30D | -28.8% | -8.8% | -20.1% | -26.0% |
| 3M | -31.4% | -6.5% | -24.9% | -29.5% |
| 6M | -18.3% | +1.5% | -19.8% | -19.9% |
| YTD | -39.2% | +4.0% | -43.3% | -41.3% |
| 1Y | -45.3% | +3.4% | -48.7% | -47.0% |
| 3Y | +181.9% | +34.8% | +147.0% | +153.8% |
| 5Y | +166.6% | +18.4% | +148.3% | +139.5% |
| All | +101.3% | +99.1% | +2.2% | +77.4% |
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 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