+101.3%
HIMS vs VIG
+137.6%
-36.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -24.1% | +3.5% | -27.6% | -26.9% |
| 30D | -28.8% | +4.9% | -33.8% | -32.0% |
| 3M | -31.4% | +2.5% | -33.9% | -33.1% |
| 6M | -18.3% | +11.0% | -29.3% | -26.0% |
| YTD | -39.2% | +16.0% | -55.2% | -46.9% |
| 1Y | -45.3% | +17.5% | -62.8% | -52.7% |
| 3Y | +181.9% | +67.0% | +114.9% | +93.2% |
| 5Y | +166.6% | +64.8% | +101.8% | +82.8% |
| All | +101.3% | +137.6% | -36.2% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling