-37.7%
HIMS vs VIK
+55.4%
-93.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.2% | -2.5% | +0.7% |
| 7D | -9.1% | +5.4% | -14.5% | -11.3% |
| 30D | -10.1% | +12.5% | -22.7% | -14.9% |
| 3M | -17.1% | -15.2% | -1.9% | -10.6% |
| 6M | -2.2% | +15.4% | -17.6% | -11.8% |
| YTD | -17.9% | +27.7% | -45.6% | -32.7% |
| 1Y | -37.7% | +59.7% | -97.4% | -51.7% |
| All | -37.7% | +55.4% | -93.1% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 1y: compounded portfolio wealth divided by compounded VIK 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…
1y analysis · Full analysis span regression · 6 months rolling