+173.3%
HIMS vs VFC
+50.4%
+122.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.7% | -15.9% | -16.4% |
| 7D | -25.6% | +3.5% | -29.1% | -26.3% |
| 30D | -38.1% | +38.3% | -76.4% | -44.3% |
| 3M | -39.8% | +40.2% | -80.0% | -46.2% |
| 6M | -32.3% | +10.6% | -43.0% | -35.1% |
| YTD | -41.1% | +16.7% | -57.8% | -44.6% |
| 1Y | -53.4% | +45.0% | -98.4% | -59.2% |
| All | +173.3% | +50.4% | +122.9% | +134.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling