+215.0%
HIMS vs VICR
+42.6%
+172.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.5% | -0.8% |
| 7D | -1.4% | -0.4% | -1.0% | -1.3% |
| 30D | -10.1% | -15.6% | +5.5% | -6.7% |
| 3M | -1.2% | -35.4% | +34.2% | +8.1% |
| 6M | +16.9% | +1.3% | +15.6% | +10.3% |
| YTD | -15.5% | +62.5% | -77.9% | -30.1% |
| 1Y | -42.6% | +255.5% | -298.0% | -62.3% |
| 3Y | +320.2% | +182.0% | +138.2% | +172.1% |
| 5Y | +215.0% | +42.9% | +172.1% | +124.3% |
| All | +215.0% | +42.6% | +172.5% | +124.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling