+99.8%
NOW vs HIMS
+101.7%
-2.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.2% | +3.1% | -1.4% |
| 7D | -1.7% | -18.0% | +16.3% | +0.6% |
| 30D | -27.4% | -33.6% | +6.2% | -23.8% |
| 3M | -19.4% | -34.2% | +14.7% | -15.8% |
| 6M | +13.1% | -21.2% | +34.3% | +13.8% |
| YTD | -34.3% | -39.2% | +4.9% | -32.9% |
| 1Y | -41.8% | -49.4% | +7.7% | -39.1% |
| 3Y | -20.7% | +189.7% | -210.4% | -50.3% |
| 5Y | -27.2% | +166.6% | -193.8% | -57.6% |
| All | +99.8% | +101.7% | -2.0% | -13.6% |
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