+327.3%
HIMS vs NWSA
+44.1%
+283.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | -2.7% | -3.1% | +0.3% | -0.7% |
| 30D | -12.2% | +4.3% | -16.5% | -14.9% |
| 3M | -3.7% | +9.2% | -13.0% | -12.0% |
| 6M | +25.9% | +21.6% | +4.3% | +4.6% |
| YTD | -14.1% | +14.2% | -28.3% | -25.0% |
| 1Y | -41.6% | +1.8% | -43.4% | -42.9% |
| All | +327.3% | +44.1% | +283.2% | +227.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling