+180.7%
HIMS vs VIAV
+165.0%
+15.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.4% | -0.9% |
| 7D | -0.7% | +11.2% | -11.9% | -4.4% |
| 30D | -8.2% | -10.1% | +1.9% | -5.5% |
| 3M | -4.7% | -22.9% | +18.2% | +0.7% |
| 6M | +6.3% | +28.8% | -22.5% | -10.1% |
| YTD | -15.3% | +117.5% | -132.7% | -41.7% |
| 1Y | -46.9% | +216.1% | -262.9% | -69.0% |
| 3Y | +321.3% | +292.2% | +29.1% | +121.7% |
| 5Y | +215.8% | +141.0% | +74.9% | +90.6% |
| All | +180.7% | +165.0% | +15.7% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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