+320.2%
HIMS vs VEEV
+18.3%
+301.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | -1.4% | -8.2% | +6.9% | +2.6% |
| 30D | -10.1% | +10.3% | -20.4% | -14.5% |
| 3M | -1.2% | +59.4% | -60.6% | -23.0% |
| 6M | +16.9% | +37.6% | -20.7% | -1.9% |
| YTD | -15.5% | +16.9% | -32.4% | -23.0% |
| 1Y | -42.6% | -5.0% | -37.6% | -40.9% |
| All | +320.2% | +18.3% | +301.9% | +263.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling