-37.7%
HIMS vs VG
+47.2%
-84.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -7.7% | +11.4% | +2.2% |
| 7D | -9.1% | -16.4% | +7.3% | -12.2% |
| 30D | -10.1% | -10.8% | +0.6% | -11.6% |
| 3M | -17.1% | -6.3% | -10.8% | -16.9% |
| 6M | -2.2% | -12.5% | +10.3% | +0.2% |
| YTD | -17.9% | +76.9% | -94.8% | -27.1% |
| 1Y | -37.7% | +51.8% | -89.5% | -42.2% |
| All | -37.7% | +47.2% | -84.9% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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