+187.4%
HIMS vs VICR
+470.1%
-282.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.9% | +1.0% |
| 7D | -0.9% | +9.8% | -10.8% | -3.3% |
| 30D | -10.8% | -12.6% | +1.8% | -8.5% |
| 3M | +3.7% | -29.7% | +33.4% | +10.6% |
| 6M | +79.0% | +18.8% | +60.1% | +64.2% |
| YTD | -13.2% | +76.4% | -89.6% | -28.3% |
| 1Y | -43.3% | +282.4% | -325.6% | -61.9% |
| 3Y | +331.4% | +206.2% | +125.2% | +185.9% |
| 5Y | +230.2% | +53.9% | +176.3% | +129.1% |
| All | +187.4% | +470.1% | -282.6% | +82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling