+79.5%
NEE vs HIMS
+181.3%
-101.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.2% |
| 7D | -1.3% | -0.7% | -0.6% | -1.3% |
| 30D | -3.3% | -8.2% | +4.9% | -3.2% |
| 3M | -2.3% | -4.7% | +2.5% | -2.5% |
| 6M | -8.9% | +6.3% | -15.2% | -9.7% |
| YTD | +4.8% | -15.3% | +20.0% | +4.3% |
| 1Y | +18.7% | -46.9% | +65.6% | +19.9% |
| 3Y | +33.2% | +321.3% | -288.0% | +13.4% |
| 5Y | +10.9% | +215.8% | -205.0% | -8.1% |
| All | +79.5% | +181.3% | -101.7% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS 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 HIMS 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