+180.7%
HIMS vs VIVK
-100.0%
+280.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.4% | +7.6% | +0.3% |
| 7D | -0.7% | -4.4% | +3.7% | -0.7% |
| 30D | -8.2% | -40.8% | +32.6% | -8.1% |
| 3M | -4.7% | -94.1% | +89.4% | -3.6% |
| 6M | +6.3% | -98.2% | +104.5% | +8.0% |
| YTD | -15.3% | -98.0% | +82.7% | -15.0% |
| 1Y | -46.9% | -100.0% | +53.1% | -43.3% |
| 3Y | +321.3% | -100.0% | +421.3% | +345.7% |
| 5Y | +215.8% | -100.0% | +315.8% | +236.1% |
| All | +180.7% | -100.0% | +280.7% | +197.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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