+101.3%
HIMS vs VFC
-72.7%
+174.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.0% | -2.2% | -4.4% |
| 7D | -18.0% | -1.4% | -16.6% | -17.7% |
| 30D | -33.6% | +24.6% | -58.2% | -37.6% |
| 3M | -34.2% | +38.4% | -72.6% | -40.1% |
| 6M | -21.2% | +15.3% | -36.5% | -24.7% |
| YTD | -39.2% | +12.7% | -52.0% | -41.8% |
| 1Y | -49.4% | +32.7% | -82.1% | -53.8% |
| 3Y | +189.7% | +43.7% | +146.0% | +146.5% |
| 5Y | +166.6% | -69.2% | +235.8% | +197.3% |
| All | +101.3% | -72.7% | +174.0% | +121.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling