+11.0%
NEE vs HIMS
+202.2%
-191.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | -0.2% |
| 7D | -1.9% | -1.4% | -0.6% | -1.9% |
| 30D | -3.1% | -10.1% | +6.9% | -2.9% |
| 3M | -2.4% | -1.2% | -1.2% | -2.7% |
| 6M | -8.6% | +16.9% | -25.5% | -9.7% |
| YTD | +4.9% | -15.5% | +20.4% | +4.5% |
| 1Y | +19.4% | -42.6% | +62.0% | +20.2% |
| 3Y | +34.9% | +320.2% | -285.4% | +10.4% |
| 5Y | +11.0% | +215.0% | -204.0% | -15.4% |
| All | +11.0% | +202.2% | -191.2% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling