+187.4%
HIMS vs VEU
+107.7%
+79.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.1% |
| 7D | -0.9% | +1.7% | -2.6% | -2.7% |
| 30D | -10.8% | +1.0% | -11.8% | -11.5% |
| 3M | +3.7% | +5.6% | -1.9% | -1.0% |
| 6M | +79.0% | +13.7% | +65.3% | +60.6% |
| YTD | -13.2% | +17.7% | -31.0% | -25.1% |
| 1Y | -43.3% | +25.8% | -69.0% | -53.8% |
| 3Y | +331.4% | +77.1% | +254.3% | +166.9% |
| 5Y | +230.2% | +57.1% | +173.1% | +117.7% |
| All | +187.4% | +107.7% | +79.8% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VEU 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling