-36.1%
HIMS vs VG
-44.6%
+8.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -24.1% | +14.0% | -38.1% | -25.1% |
| 30D | -28.8% | -1.0% | -27.8% | -28.8% |
| 3M | -31.4% | -2.7% | -28.7% | -31.5% |
| 6M | -18.3% | +1.5% | -19.8% | -19.9% |
| YTD | -39.2% | +93.7% | -132.9% | -55.0% |
| 1Y | -45.3% | +68.5% | -113.8% | -57.6% |
| All | -36.1% | -44.6% | +8.5% | -25.7% |
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