+182.8%
HIMS vs NWSA
+123.6%
+59.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.4% |
| 7D | -3.9% | -1.9% | -2.0% | -3.2% |
| 30D | -12.4% | +4.6% | -17.0% | -14.3% |
| 3M | -1.1% | +13.2% | -14.3% | -7.3% |
| 6M | +68.4% | +27.0% | +41.5% | +50.1% |
| YTD | -14.7% | +16.8% | -31.5% | -21.4% |
| 1Y | -42.4% | +4.5% | -46.9% | -44.4% |
| 3Y | +304.5% | +46.2% | +258.3% | +250.6% |
| 5Y | +237.5% | +40.9% | +196.6% | +186.9% |
| All | +182.8% | +123.6% | +59.2% | +137.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling