+171.2%
NXPI vs HIMS
+101.7%
+69.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.2% | +4.4% | -0.1% |
| 7D | +9.4% | -18.0% | +27.3% | +11.8% |
| 30D | +18.1% | -33.6% | +51.7% | +24.3% |
| 3M | +15.0% | -34.2% | +49.2% | +20.5% |
| 6M | -8.4% | -21.2% | +12.7% | -7.5% |
| YTD | +24.8% | -39.2% | +64.0% | +27.5% |
| 1Y | +33.3% | -49.4% | +82.7% | +39.6% |
| 3Y | +51.0% | +189.7% | -138.7% | -5.2% |
| 5Y | +34.5% | +166.6% | -132.1% | -21.1% |
| All | +171.2% | +101.7% | +69.5% | +5.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling