+117.5%
HIMS vs NXT
+208.8%
-91.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.9% | +1.8% | -3.3% |
| 7D | -18.0% | -6.0% | -12.0% | -16.3% |
| 30D | -33.6% | +5.4% | -39.0% | -34.6% |
| 3M | -34.2% | -9.7% | -24.5% | -32.6% |
| 6M | -21.2% | -25.3% | +4.2% | -16.4% |
| YTD | -39.2% | +7.5% | -46.7% | -42.5% |
| 1Y | -49.4% | -3.0% | -46.4% | -50.8% |
| 3Y | +189.7% | +171.4% | +18.3% | +114.8% |
| All | +117.5% | +208.8% | -91.3% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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