-38.0%
HIMS vs VG
-49.4%
+11.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.7% | -18.3% | -16.8% |
| 7D | -25.6% | -7.7% | -17.9% | -25.1% |
| 30D | -38.1% | -8.8% | -29.3% | -37.6% |
| 3M | -39.8% | -15.6% | -24.2% | -39.0% |
| 6M | -32.3% | +5.2% | -37.6% | -34.9% |
| YTD | -41.1% | +76.9% | -118.0% | -56.0% |
| 1Y | -53.4% | +42.5% | -95.9% | -62.7% |
| All | -38.0% | -49.4% | +11.4% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling