+134.1%
HIMS vs VCIT
+14.5%
+119.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.1% | -11.8% | -11.9% |
| 7D | -9.1% | +0.7% | -9.8% | -10.0% |
| 30D | -25.8% | +1.8% | -27.6% | -27.5% |
| 3M | -27.4% | -1.6% | -25.8% | -25.8% |
| 6M | -18.9% | -2.1% | -16.8% | -16.2% |
| YTD | -29.4% | -1.6% | -27.8% | -27.3% |
| 1Y | -44.1% | -0.8% | -43.3% | -43.0% |
| 3Y | +246.0% | +19.9% | +226.1% | +190.7% |
| 5Y | +177.1% | +3.3% | +173.7% | +145.6% |
| All | +134.1% | +14.5% | +119.6% | +109.4% |
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