+384.8%
NVDA vs HIMS
+317.7%
+67.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.6% | -2.1% |
| 7D | -4.3% | -1.4% | -2.9% | -4.1% |
| 30D | +0.5% | -10.1% | +10.6% | +1.7% |
| 3M | +9.1% | -1.2% | +10.3% | +8.1% |
| 6M | +18.5% | +16.9% | +1.5% | +13.7% |
| YTD | +17.4% | -15.5% | +32.8% | +15.9% |
| 1Y | +23.4% | -42.6% | +66.0% | +26.9% |
| All | +384.8% | +317.7% | +67.1% | +267.7% |
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 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