-10.2%
HIMS vs VG
-39.3%
+29.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -3.9% | +1.7% | -5.6% | -4.1% |
| 30D | -12.4% | +16.0% | -28.5% | -14.1% |
| 3M | -1.1% | +9.7% | -10.8% | -3.2% |
| 6M | +68.4% | +29.6% | +38.9% | +49.1% |
| YTD | -14.7% | +112.0% | -126.7% | -37.2% |
| 1Y | -42.4% | +12.8% | -55.2% | -48.7% |
| All | -10.2% | -39.3% | +29.1% | +3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling