+182.8%
HIMS vs VFC
-81.8%
+264.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.0% |
| 7D | -3.9% | -1.6% | -2.3% | -3.5% |
| 30D | -12.4% | -11.6% | -0.8% | -9.4% |
| 3M | -1.1% | -18.1% | +17.0% | +4.5% |
| 6M | +68.4% | -27.4% | +95.8% | +83.5% |
| YTD | -14.7% | -24.8% | +10.2% | -8.3% |
| 1Y | -42.4% | -8.2% | -34.2% | -41.9% |
| 3Y | +304.5% | -29.1% | +333.6% | +309.0% |
| 5Y | +237.5% | -79.2% | +316.7% | +321.3% |
| All | +182.8% | -81.8% | +264.5% | +248.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling