+321.3%
HIMS vs NYT
+56.2%
+265.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -0.7% | -0.6% | -0.1% | -0.6% |
| 30D | -8.2% | +4.6% | -12.8% | -9.1% |
| 3M | -4.7% | -9.6% | +4.9% | -3.4% |
| 6M | +6.3% | -14.0% | +20.3% | +8.6% |
| YTD | -15.3% | -2.8% | -12.4% | -17.9% |
| 1Y | -46.9% | +15.6% | -62.4% | -52.7% |
| 3Y | +321.3% | +56.3% | +265.0% | +196.6% |
| All | +321.3% | +56.2% | +265.1% | +196.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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