+180.7%
HIMS vs VICR
+483.6%
-302.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.2% | -10.9% | -2.5% |
| 7D | -0.7% | +5.0% | -5.7% | -2.1% |
| 30D | -8.2% | -12.5% | +4.3% | -5.9% |
| 3M | -4.7% | -33.6% | +28.9% | +2.8% |
| 6M | +6.3% | +10.7% | -4.4% | -1.4% |
| YTD | -15.3% | +80.6% | -95.9% | -30.5% |
| 1Y | -46.9% | +288.4% | -335.2% | -64.5% |
| 3Y | +321.3% | +213.8% | +107.5% | +176.9% |
| 5Y | +215.8% | +58.8% | +157.0% | +117.2% |
| All | +180.7% | +483.6% | -302.9% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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