-42.6%
HIMS vs VFC
-15.3%
-27.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.9% |
| 7D | -1.4% | -4.0% | +2.6% | 0.0% |
| 30D | -10.1% | -14.6% | +4.6% | -5.2% |
| 3M | -1.2% | -23.1% | +21.9% | +8.5% |
| 6M | +16.9% | -25.2% | +42.2% | +30.8% |
| YTD | -15.5% | -29.5% | +14.0% | -5.1% |
| 1Y | -42.6% | -14.4% | -28.2% | -38.0% |
| All | -42.6% | -15.3% | -27.2% | -38.0% |
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 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