+141.5%
HIMS vs VCIT
+3.7%
+137.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.3% |
| 7D | -24.1% | -1.4% | -22.7% | -21.6% |
| 30D | -28.8% | +0.6% | -29.4% | -29.4% |
| 3M | -31.4% | -2.2% | -29.2% | -27.9% |
| 6M | -18.3% | -2.3% | -16.0% | -13.5% |
| YTD | -39.2% | -2.2% | -37.0% | -35.6% |
| 1Y | -45.3% | -1.4% | -43.9% | -42.8% |
| 3Y | +181.9% | +18.7% | +163.1% | +112.6% |
| All | +141.5% | +3.7% | +137.8% | +145.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling