+184.7%
HIMS vs VEEV
+83.4%
+101.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -0.3% |
| 7D | -2.7% | -7.1% | +4.4% | +0.4% |
| 30D | -12.2% | +11.1% | -23.3% | -16.6% |
| 3M | -3.7% | +55.5% | -59.3% | -22.5% |
| 6M | +25.9% | +33.4% | -7.5% | +8.1% |
| YTD | -14.1% | +16.8% | -30.9% | -22.0% |
| 1Y | -41.6% | -7.7% | -33.9% | -40.8% |
| 3Y | +327.3% | +18.4% | +308.9% | +280.5% |
| 5Y | +207.9% | -14.8% | +222.8% | +189.9% |
| All | +184.7% | +83.4% | +101.3% | +153.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling