+874.6%
NVDA vs HIMS
+202.2%
+672.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.7% | -2.0% |
| 7D | -4.4% | -1.4% | -3.1% | -4.2% |
| 30D | +0.4% | -10.1% | +10.5% | +2.1% |
| 3M | +9.0% | -1.2% | +10.2% | +7.2% |
| 6M | +18.3% | +16.9% | +1.4% | +10.5% |
| YTD | +17.2% | -15.5% | +32.7% | +14.6% |
| 1Y | +23.3% | -42.6% | +65.9% | +28.5% |
| 3Y | +380.0% | +320.2% | +59.8% | +107.3% |
| 5Y | +874.6% | +215.0% | +659.6% | +267.5% |
| All | +874.6% | +202.2% | +672.4% | +267.5% |
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