-45.3%
HIMS vs NWSA
+2.3%
-47.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.7% |
| 7D | -24.1% | +2.2% | -26.3% | -24.5% |
| 30D | -28.8% | -8.8% | -20.1% | -26.8% |
| 3M | -31.4% | -6.5% | -24.9% | -29.5% |
| 6M | -18.3% | +1.5% | -19.8% | -18.2% |
| YTD | -39.2% | +4.0% | -43.3% | -38.0% |
| 1Y | -45.3% | +3.4% | -48.7% | -44.0% |
| All | -45.3% | +2.3% | -47.5% | -44.0% |
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