+102.4%
NOW vs HIMS
+165.8%
-63.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.1% | -8.4% | -1.4% |
| 7D | -3.0% | -6.1% | +3.1% | -2.3% |
| 30D | -26.0% | -12.0% | -14.1% | -25.1% |
| 3M | -13.1% | -12.3% | -0.8% | -12.2% |
| 6M | +14.5% | -3.3% | +17.8% | +12.3% |
| YTD | -33.4% | -19.9% | -13.5% | -34.2% |
| 1Y | -40.6% | -37.4% | -3.3% | -39.4% |
| 3Y | -16.3% | +314.0% | -330.3% | -50.3% |
| 5Y | -26.3% | +212.1% | -238.4% | -58.0% |
| All | +102.4% | +165.8% | -63.5% | -15.4% |
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 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