-37.7%
HIMS vs VCLT
-3.2%
-34.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +1.1% |
| 7D | -9.1% | +0.4% | -9.5% | -9.8% |
| 30D | -10.1% | +3.9% | -14.1% | -18.5% |
| 3M | -17.1% | -1.9% | -15.2% | -11.9% |
| 6M | -2.2% | -2.6% | +0.4% | +6.6% |
| YTD | -17.9% | -3.1% | -14.8% | -9.9% |
| 1Y | -37.7% | -3.6% | -34.1% | -31.3% |
| All | -37.7% | -3.2% | -34.5% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling