+184.7%
HIMS vs VFC
-82.5%
+267.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.4% |
| 7D | -2.7% | -2.3% | -0.4% | -2.1% |
| 30D | -12.2% | -13.4% | +1.2% | -8.7% |
| 3M | -3.7% | -23.7% | +20.0% | +3.6% |
| 6M | +25.9% | -24.5% | +50.4% | +36.0% |
| YTD | -14.1% | -27.8% | +13.8% | -6.7% |
| 1Y | -41.6% | -13.5% | -28.2% | -40.2% |
| 3Y | +327.3% | -27.1% | +354.4% | +329.6% |
| 5Y | +207.9% | -79.0% | +287.0% | +288.3% |
| All | +184.7% | -82.5% | +267.2% | +254.6% |
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