+235.9%
NVDA vs HIMS
+191.0%
+44.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -12.7% | -24.1% | +11.4% | -9.6% |
| 30D | -26.4% | -28.8% | +2.4% | -23.2% |
| 3M | -27.6% | -31.4% | +3.8% | -24.4% |
| 6M | -27.7% | -18.3% | -9.5% | -26.9% |
| YTD | -12.5% | -39.2% | +26.8% | -10.1% |
| 1Y | -12.6% | -45.3% | +32.6% | -9.2% |
| 3Y | +235.9% | +181.9% | +54.1% | +212.0% |
| All | +235.9% | +191.0% | +44.9% | +212.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling