-42.4%
HIMS vs VG
+14.1%
-56.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.5% |
| 7D | -3.9% | +1.7% | -5.6% | -3.7% |
| 30D | -12.4% | +16.0% | -28.5% | -10.2% |
| 3M | -1.1% | +9.7% | -10.8% | +2.2% |
| 6M | +68.4% | +29.6% | +38.9% | +69.5% |
| YTD | -14.7% | +112.0% | -126.7% | -22.2% |
| 1Y | -42.4% | +12.8% | -55.2% | -43.9% |
| All | -42.4% | +14.1% | -56.5% | -43.9% |
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