+180.7%
HIMS vs VCLT
-2.5%
+183.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.2% |
| 7D | -0.7% | -1.4% | +0.6% | +0.1% |
| 30D | -8.2% | -1.2% | -7.0% | -7.5% |
| 3M | -4.7% | -4.8% | +0.1% | -1.7% |
| 6M | +6.3% | -2.6% | +8.9% | +8.6% |
| YTD | -15.3% | -3.3% | -11.9% | -13.1% |
| 1Y | -46.9% | -4.8% | -42.0% | -45.0% |
| 3Y | +321.3% | +11.5% | +309.8% | +304.8% |
| 5Y | +215.8% | -17.0% | +232.8% | +216.7% |
| All | +180.7% | -2.5% | +183.2% | +181.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling