+296.1%
NEM vs HIMS
+188.0%
+108.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.4% | -0.9% |
| 7D | +3.9% | -0.9% | +4.8% | +3.9% |
| 30D | +12.7% | -10.8% | +23.5% | +13.4% |
| 3M | +28.7% | +3.7% | +25.0% | +28.0% |
| 6M | +9.8% | +79.0% | -69.2% | +5.2% |
| YTD | +28.1% | -13.2% | +41.3% | +27.6% |
| 1Y | +69.3% | -43.3% | +112.6% | +72.2% |
| 3Y | +247.7% | +331.4% | -83.7% | +195.8% |
| 5Y | +153.4% | +230.2% | -76.9% | +113.6% |
| All | +296.1% | +188.0% | +108.1% | +183.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling