+444.8%
NVDA vs HIMS
+160.3%
+284.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -12.7% | -24.1% | +11.4% | -8.1% |
| 30D | -26.4% | -28.8% | +2.4% | -21.6% |
| 3M | -27.6% | -31.4% | +3.8% | -22.9% |
| 6M | -27.7% | -18.3% | -9.5% | -26.9% |
| YTD | -12.5% | -39.2% | +26.8% | -9.4% |
| 1Y | -12.6% | -45.3% | +32.6% | -7.8% |
| 3Y | +235.9% | +181.9% | +54.1% | +54.6% |
| All | +444.8% | +160.3% | +284.5% | +107.0% |
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 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