+1,381.0%
NET vs HIMS
+172.6%
+1,208.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.7% | -6.3% | -3.5% |
| 7D | -16.4% | -9.1% | -7.3% | -14.3% |
| 30D | -25.8% | -10.1% | -15.7% | -24.1% |
| 3M | -11.5% | -17.1% | +5.6% | -8.2% |
| 6M | +18.9% | -2.2% | +21.2% | +14.1% |
| YTD | +35.2% | -17.9% | +53.1% | +30.7% |
| 1Y | +14.5% | -37.7% | +52.2% | +18.5% |
| 3Y | +313.8% | +311.4% | +2.4% | +58.2% |
| 5Y | +32.6% | +219.7% | -187.1% | -51.7% |
| All | +1,381.0% | +172.6% | +1,208.4% | +408.4% |
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 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