+320.2%
HIMS vs VIVK
-100.0%
+420.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.1% | -1.7% |
| 7D | -1.4% | -9.5% | +8.1% | -1.3% |
| 30D | -10.1% | -35.1% | +25.1% | -10.0% |
| 3M | -1.2% | -93.4% | +92.1% | +0.6% |
| 6M | +16.9% | -98.0% | +114.9% | +20.1% |
| YTD | -15.5% | -97.9% | +82.4% | -15.4% |
| 1Y | -42.6% | -100.0% | +57.4% | -32.4% |
| All | +320.2% | -100.0% | +420.2% | +332.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling