+182.8%
HIMS vs VIG
+127.4%
+55.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.1% |
| 7D | -3.9% | -0.4% | -3.5% | -3.5% |
| 30D | -12.4% | -1.0% | -11.5% | -11.6% |
| 3M | -1.1% | +2.8% | -3.8% | -3.4% |
| 6M | +68.4% | +8.2% | +60.3% | +57.2% |
| YTD | -14.7% | +11.0% | -25.7% | -22.3% |
| 1Y | -42.4% | +16.1% | -58.5% | -49.5% |
| 3Y | +304.5% | +56.2% | +248.4% | +193.8% |
| 5Y | +237.5% | +63.0% | +174.5% | +139.8% |
| All | +182.8% | +127.4% | +55.3% | +91.5% |
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