+295.3%
NEM vs HIMS
+181.3%
+114.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | -1.0% | -0.7% | -0.3% | -1.0% |
| 30D | +7.8% | -8.2% | +16.0% | +8.4% |
| 3M | +30.2% | -4.7% | +34.9% | +30.1% |
| 6M | +9.6% | +6.3% | +3.3% | +8.5% |
| YTD | +27.8% | -15.3% | +43.1% | +27.5% |
| 1Y | +60.7% | -46.9% | +107.6% | +64.0% |
| 3Y | +245.3% | +321.3% | -76.0% | +194.2% |
| 5Y | +155.3% | +215.8% | -60.5% | +115.9% |
| All | +295.3% | +181.3% | +114.0% | +182.8% |
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