+45.4%
NU vs HIMS
+325.4%
-280.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.4% |
| 7D | -4.2% | -1.4% | -2.8% | -4.0% |
| 30D | +10.0% | -10.1% | +20.1% | +11.7% |
| 3M | +29.3% | -1.2% | +30.5% | +27.1% |
| 6M | +0.9% | +16.9% | -16.0% | -5.8% |
| YTD | -10.3% | -15.5% | +5.2% | -12.3% |
| 1Y | -3.2% | -42.6% | +39.4% | +0.7% |
| 3Y | +120.6% | +320.2% | -199.7% | -11.7% |
| All | +45.4% | +325.4% | -280.0% | -55.7% |
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