+182.8%
HIMS vs VCLT
-1.2%
+184.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -3.9% | -0.5% | -3.4% | -3.6% |
| 30D | -12.4% | -0.9% | -11.6% | -11.9% |
| 3M | -1.1% | -3.2% | +2.2% | +1.1% |
| 6M | +68.4% | -3.8% | +72.3% | +73.2% |
| YTD | -14.7% | -2.0% | -12.6% | -13.2% |
| 1Y | -42.4% | -0.8% | -41.6% | -41.8% |
| 3Y | +304.5% | +12.3% | +292.2% | +286.5% |
| 5Y | +237.5% | -15.4% | +252.9% | +235.5% |
| All | +182.8% | -1.2% | +184.0% | +180.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling