+4,735.4%
NVDA vs HIMS
+181.3%
+4,554.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -5.1% | -0.7% | -4.4% | -5.0% |
| 30D | -2.5% | -8.2% | +5.7% | -1.3% |
| 3M | +6.7% | -4.7% | +11.4% | +5.9% |
| 6M | +17.6% | +6.3% | +11.3% | +12.6% |
| YTD | +17.3% | -15.3% | +32.6% | +14.8% |
| 1Y | +23.5% | -46.9% | +70.4% | +30.2% |
| 3Y | +384.6% | +321.3% | +63.3% | +157.6% |
| 5Y | +875.4% | +215.8% | +659.6% | +389.6% |
| All | +4,735.4% | +181.3% | +4,554.2% | +1,663.3% |
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