+187.4%
HIMS vs VCLT
-1.2%
+188.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -0.9% | +0.3% | -1.3% | -1.1% |
| 30D | -10.8% | -0.6% | -10.3% | -10.5% |
| 3M | +3.7% | -2.2% | +5.9% | +5.4% |
| 6M | +79.0% | -2.9% | +81.9% | +83.1% |
| YTD | -13.2% | -2.1% | -11.2% | -11.7% |
| 1Y | -43.3% | -2.6% | -40.7% | -42.1% |
| 3Y | +331.4% | +12.5% | +318.9% | +311.9% |
| 5Y | +230.2% | -15.3% | +245.5% | +228.3% |
| All | +187.4% | -1.2% | +188.7% | +185.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling