+180.0%
HIMS vs VIG
+123.4%
+56.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.2% |
| 7D | -1.4% | -2.2% | +0.9% | +0.8% |
| 30D | -10.1% | -3.2% | -6.8% | -7.2% |
| 3M | -1.2% | +3.0% | -4.3% | -3.9% |
| 6M | +16.9% | +8.1% | +8.8% | +9.1% |
| YTD | -15.5% | +9.1% | -24.5% | -21.7% |
| 1Y | -42.6% | +12.6% | -55.1% | -48.1% |
| 3Y | +320.2% | +55.4% | +264.8% | +207.9% |
| 5Y | +215.0% | +62.8% | +152.3% | +127.1% |
| All | +180.0% | +123.4% | +56.6% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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