+187.4%
HIMS vs VGT
+366.8%
-179.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.8% | +1.8% |
| 7D | -0.9% | +1.8% | -2.8% | -2.7% |
| 30D | -10.8% | -0.3% | -10.5% | -10.5% |
| 3M | +3.7% | +3.4% | +0.3% | +1.2% |
| 6M | +79.0% | +35.0% | +44.0% | +39.6% |
| YTD | -13.2% | +28.8% | -42.0% | -29.6% |
| 1Y | -43.3% | +38.0% | -81.2% | -56.2% |
| 3Y | +331.4% | +125.8% | +205.6% | +142.7% |
| 5Y | +230.2% | +134.7% | +95.5% | +79.0% |
| All | +187.4% | +366.8% | -179.4% | +45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling