+72.7%
NEM vs HIMS
-37.8%
+110.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +0.3% | -3.9% | +4.2% | +0.8% |
| 30D | +23.1% | -12.4% | +35.5% | +24.7% |
| 3M | +18.5% | -1.1% | +19.6% | +18.0% |
| 6M | +7.8% | +68.4% | -60.7% | +1.9% |
| YTD | +29.1% | -14.7% | +43.8% | +37.8% |
| 1Y | +72.7% | -42.4% | +115.1% | +99.9% |
| All | +72.7% | -37.8% | +110.5% | +99.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling