+118.0%
NOK vs HIMS
-37.8%
+155.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.7% |
| 7D | -1.8% | -3.9% | +2.2% | -1.4% |
| 30D | +4.7% | -12.4% | +17.1% | +5.9% |
| 3M | -39.7% | -1.1% | -38.6% | -39.7% |
| 6M | +23.1% | +68.4% | -45.4% | +18.0% |
| YTD | +55.0% | -14.7% | +69.7% | +52.2% |
| 1Y | +118.0% | -42.4% | +160.4% | +117.3% |
| All | +118.0% | -37.8% | +155.8% | +117.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling