+230.2%
HIMS vs VFC
-78.3%
+308.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.5% | +2.3% |
| 7D | -0.9% | +0.8% | -1.8% | -1.3% |
| 30D | -10.8% | -11.9% | +1.1% | -6.9% |
| 3M | +3.7% | -20.2% | +23.8% | +11.9% |
| 6M | +79.0% | -23.0% | +102.0% | +95.4% |
| YTD | -13.2% | -26.2% | +13.0% | -4.7% |
| 1Y | -43.3% | -13.3% | -29.9% | -41.9% |
| 3Y | +331.4% | -25.5% | +356.9% | +326.5% |
| 5Y | +230.2% | -78.1% | +308.4% | +684.4% |
| All | +230.2% | -78.3% | +308.6% | +684.4% |
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