+165.3%
HIMS vs VCIT
+14.4%
+150.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.1% | +8.2% | +8.2% |
| 7D | -6.1% | +0.1% | -6.2% | -6.2% |
| 30D | -12.0% | +1.9% | -13.9% | -14.1% |
| 3M | -12.3% | -1.4% | -10.9% | -10.5% |
| 6M | -3.3% | -2.1% | -1.1% | -0.1% |
| YTD | -19.9% | -1.6% | -18.3% | -17.6% |
| 1Y | -37.4% | -0.9% | -36.5% | -36.0% |
| 3Y | +314.0% | +20.0% | +294.0% | +248.1% |
| 5Y | +212.1% | +3.1% | +209.0% | +177.0% |
| All | +165.3% | +14.4% | +150.9% | +137.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling