+128.9%
NOK vs HIMS
+188.0%
-59.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.7% | +4.5% | +6.1% |
| 7D | +7.3% | -0.9% | +8.2% | +7.3% |
| 30D | +13.8% | -10.8% | +24.6% | +14.2% |
| 3M | -27.0% | +3.7% | -30.7% | -27.2% |
| 6M | +37.6% | +79.0% | -41.4% | +34.6% |
| YTD | +64.6% | -13.2% | +77.8% | +63.7% |
| 1Y | +132.0% | -43.3% | +175.3% | +132.6% |
| 3Y | +183.7% | +331.4% | -147.7% | +160.8% |
| 5Y | +101.3% | +230.2% | -129.0% | +74.1% |
| All | +128.9% | +188.0% | -59.2% | +64.2% |
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