+102.8%
NOK vs HIMS
+202.2%
-99.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.2% |
| 7D | +8.7% | -1.4% | +10.1% | +8.8% |
| 30D | +12.5% | -10.1% | +22.6% | +13.2% |
| 3M | -20.7% | -1.2% | -19.5% | -21.0% |
| 6M | +36.2% | +16.9% | +19.2% | +33.5% |
| YTD | +64.1% | -15.5% | +79.6% | +63.0% |
| 1Y | +132.4% | -42.6% | +175.0% | +135.1% |
| 3Y | +182.9% | +320.2% | -137.4% | +105.1% |
| 5Y | +102.8% | +215.0% | -112.2% | +39.7% |
| All | +102.8% | +202.2% | -99.4% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling