+180.0%
HIMS vs NYT
+136.1%
+43.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -1.4% | -0.7% | -0.6% | -1.2% |
| 30D | -10.1% | +4.5% | -14.5% | -11.1% |
| 3M | -1.2% | -8.5% | +7.3% | +0.1% |
| 6M | +16.9% | -15.1% | +32.0% | +20.2% |
| YTD | -15.5% | -3.3% | -12.2% | -16.6% |
| 1Y | -42.6% | +17.0% | -59.6% | -46.7% |
| 3Y | +320.2% | +55.7% | +264.6% | +255.7% |
| 5Y | +215.0% | +38.9% | +176.2% | +151.8% |
| All | +180.0% | +136.1% | +43.9% | +120.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling