+95.2%
HIMS vs VCIT
+14.2%
+81.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.7% | -15.9% | -15.7% |
| 7D | -25.6% | +0.1% | -25.7% | -25.6% |
| 30D | -38.1% | +1.1% | -39.3% | -38.9% |
| 3M | -39.8% | -1.4% | -38.4% | -38.5% |
| 6M | -32.3% | -2.3% | -30.0% | -29.8% |
| YTD | -41.1% | -1.8% | -39.3% | -39.1% |
| 1Y | -53.4% | -1.0% | -52.4% | -52.3% |
| 3Y | +180.9% | +19.3% | +161.7% | +137.9% |
| 5Y | +138.5% | +3.8% | +134.7% | +112.2% |
| All | +95.2% | +14.2% | +81.0% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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