+180.7%
HIMS vs VEEV
+84.5%
+96.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | 0.0% |
| 7D | -0.7% | -4.6% | +3.9% | +1.3% |
| 30D | -8.2% | +8.6% | -16.9% | -11.9% |
| 3M | -4.7% | +62.4% | -67.1% | -24.8% |
| 6M | +6.3% | +40.3% | -34.0% | -10.6% |
| YTD | -15.3% | +17.5% | -32.8% | -23.3% |
| 1Y | -46.9% | -6.1% | -40.7% | -46.6% |
| 3Y | +321.3% | +16.7% | +304.6% | +277.6% |
| 5Y | +215.8% | -13.3% | +229.2% | +195.8% |
| All | +180.7% | +84.5% | +96.2% | +148.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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