+180.7%
HIMS vs VGT
+366.9%
-186.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.9% |
| 7D | -0.7% | -0.2% | -0.6% | -0.6% |
| 30D | -8.2% | -0.4% | -7.8% | -7.7% |
| 3M | -4.7% | +4.4% | -9.1% | -7.8% |
| 6M | +6.3% | +32.1% | -25.8% | -15.9% |
| YTD | -15.3% | +28.8% | -44.1% | -31.3% |
| 1Y | -46.9% | +35.3% | -82.2% | -58.3% |
| 3Y | +321.3% | +124.8% | +196.5% | +137.7% |
| 5Y | +215.8% | +137.9% | +77.9% | +70.7% |
| All | +180.7% | +366.9% | -186.2% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 10y: compounded portfolio wealth divided by compounded VGT 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…
10y analysis · Full analysis span regression · 6 months rolling