+34.4%
NVDA vs HIMS
-37.8%
+72.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +5.9% | -3.9% | +9.8% | +6.4% |
| 30D | +5.1% | -12.4% | +17.5% | +6.6% |
| 3M | +5.4% | -1.1% | +6.4% | +4.6% |
| 6M | +26.0% | +68.4% | -42.4% | +17.0% |
| YTD | +23.7% | -14.7% | +38.3% | +23.0% |
| 1Y | +34.4% | -42.4% | +76.8% | +37.0% |
| All | +34.4% | -37.8% | +72.2% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling