-52.3%
NKE vs HIMS
+185.3%
-237.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -2.3% | -2.7% | +0.4% | -2.1% |
| 30D | -10.4% | -12.2% | +1.8% | -9.6% |
| 3M | -15.5% | -3.7% | -11.7% | -16.0% |
| 6M | -32.6% | +25.9% | -58.5% | -35.1% |
| YTD | -39.8% | -14.1% | -25.8% | -40.6% |
| 1Y | -47.6% | -41.6% | -6.0% | -46.9% |
| 3Y | -59.0% | +327.3% | -386.3% | -70.9% |
| 5Y | -74.9% | +207.9% | -282.9% | -82.8% |
| All | -52.3% | +185.3% | -237.6% | -76.1% |
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