+327.3%
HIMS vs VIG
+55.4%
+271.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | +0.2% |
| 7D | -2.7% | -1.2% | -1.6% | -0.3% |
| 30D | -12.2% | -2.8% | -9.4% | -6.7% |
| 3M | -3.7% | +2.5% | -6.2% | -8.7% |
| 6M | +25.9% | +8.1% | +17.8% | +6.6% |
| YTD | -14.1% | +9.6% | -23.6% | -29.4% |
| 1Y | -41.6% | +14.2% | -55.8% | -56.0% |
| All | +327.3% | +55.4% | +271.8% | +94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling