+110.4%
NVO vs HIMS
+185.3%
-74.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.3% |
| 7D | -4.7% | -2.7% | -2.0% | -4.6% |
| 30D | -5.4% | -12.2% | +6.7% | -4.9% |
| 3M | +7.0% | -3.7% | +10.7% | +6.5% |
| 6M | +17.6% | +25.9% | -8.3% | +14.7% |
| YTD | -8.0% | -14.1% | +6.0% | -9.0% |
| 1Y | -13.8% | -41.6% | +27.8% | -13.4% |
| 3Y | -50.3% | +327.3% | -377.5% | -57.3% |
| 5Y | +0.7% | +207.9% | -207.3% | -15.9% |
| All | +110.4% | +185.3% | -74.9% | +47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling