+222.2%
HIMS vs VCIT
+4.1%
+218.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.9% | -0.3% | -3.6% | -3.2% |
| 30D | -12.4% | -0.8% | -11.7% | -11.0% |
| 3M | -1.1% | -1.0% | -0.1% | +1.4% |
| 6M | +68.4% | -1.8% | +70.3% | +76.2% |
| YTD | -14.7% | -0.7% | -14.0% | -12.6% |
| 1Y | -42.4% | +1.0% | -43.4% | -42.7% |
| 3Y | +304.5% | +18.8% | +285.7% | +205.5% |
| All | +222.2% | +4.1% | +218.1% | +187.7% |
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