+215.0%
HIMS vs VCLT
-17.3%
+232.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -0.4% |
| 7D | -1.4% | -1.3% | -0.1% | 0.0% |
| 30D | -10.1% | -1.1% | -8.9% | -8.9% |
| 3M | -1.2% | -3.7% | +2.5% | +3.1% |
| 6M | +16.9% | -4.0% | +20.9% | +22.8% |
| YTD | -15.5% | -3.4% | -12.1% | -11.7% |
| 1Y | -42.6% | -4.1% | -38.4% | -39.6% |
| 3Y | +320.2% | +11.0% | +309.2% | +287.5% |
| 5Y | +215.0% | -17.0% | +232.0% | +229.2% |
| All | +215.0% | -17.3% | +232.3% | +229.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling