+1,449.6%
NET vs HIMS
+183.3%
+1,266.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -7.0% | -3.9% | -3.1% | -6.1% |
| 30D | -4.8% | -12.4% | +7.7% | -2.3% |
| 3M | +3.8% | -1.1% | +4.9% | +1.2% |
| 6M | +50.0% | +68.4% | -18.4% | +21.5% |
| YTD | +41.5% | -14.7% | +56.1% | +35.9% |
| 1Y | +32.8% | -42.4% | +75.2% | +38.9% |
| 3Y | +335.9% | +304.5% | +31.4% | +69.6% |
| 5Y | +113.8% | +237.5% | -123.7% | -23.1% |
| All | +1,449.6% | +183.3% | +1,266.2% | +428.5% |
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