+302.2%
HIMS vs VCIT
+19.1%
+283.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.9% | -0.3% | -3.6% | -3.1% |
| 30D | -12.4% | -0.8% | -11.7% | -10.8% |
| 3M | -1.1% | -1.0% | -0.1% | +1.7% |
| 6M | +68.4% | -1.8% | +70.3% | +76.4% |
| YTD | -14.7% | -0.7% | -14.0% | -12.4% |
| 1Y | -42.4% | +1.0% | -43.4% | -42.4% |
| All | +302.2% | +19.1% | +283.1% | +194.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling