-42.4%
HIMS vs VFC
-6.8%
-35.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.2% |
| 7D | -3.9% | -1.6% | -2.3% | -3.4% |
| 30D | -12.4% | -11.6% | -0.8% | -8.6% |
| 3M | -1.1% | -18.1% | +17.0% | +6.5% |
| 6M | +68.4% | -27.4% | +95.8% | +86.8% |
| YTD | -14.7% | -24.8% | +10.2% | -6.2% |
| 1Y | -42.4% | -8.2% | -34.2% | -39.5% |
| All | -42.4% | -6.8% | -35.6% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling