+103.9%
NOW vs HIMS
+134.6%
-30.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -11.8% | +12.5% | +2.3% |
| 7D | -3.1% | -9.1% | +6.0% | -2.0% |
| 30D | -27.0% | -25.8% | -1.2% | -24.4% |
| 3M | -17.7% | -27.4% | +9.7% | -14.9% |
| 6M | +12.7% | -18.9% | +31.6% | +13.1% |
| YTD | -32.9% | -29.4% | -3.6% | -32.7% |
| 1Y | -40.4% | -44.1% | +3.7% | -38.3% |
| 3Y | -17.1% | +246.0% | -263.1% | -49.3% |
| 5Y | -25.7% | +177.1% | -202.7% | -57.0% |
| All | +103.9% | +134.6% | -30.6% | -13.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling