+170.3%
HIMS vs VFC
-67.9%
+238.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.5% | +9.3% | +8.9% |
| 7D | -21.9% | -1.4% | -20.6% | -21.6% |
| 30D | -32.1% | +30.7% | -62.8% | -38.2% |
| 3M | -31.8% | +40.6% | -72.4% | -39.6% |
| 6M | -28.6% | +16.5% | -45.1% | -32.8% |
| YTD | -35.9% | +16.2% | -52.1% | -40.0% |
| 1Y | -47.6% | +42.4% | -90.1% | -54.5% |
| 3Y | +205.6% | +48.1% | +157.5% | +140.3% |
| 5Y | +170.3% | -67.8% | +238.1% | +441.4% |
| All | +170.3% | -67.9% | +238.2% | +441.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling