-28.6%
HIMS vs VG
+8.5%
-37.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.5% | +3.3% | +10.5% |
| 7D | -21.9% | +5.5% | -27.4% | -20.6% |
| 30D | -32.1% | -3.6% | -28.5% | -31.8% |
| 3M | -31.8% | -4.0% | -27.8% | -31.0% |
| 6M | -28.6% | +9.4% | -38.0% | -19.2% |
| All | -28.6% | +8.5% | -37.1% | -19.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling