-42.4%
HIMS vs VLO
+143.4%
-185.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.9% | +5.2% | -9.1% | -3.1% |
| 30D | -12.4% | +22.6% | -35.0% | -9.6% |
| 3M | -1.1% | +43.8% | -44.8% | +4.8% |
| 6M | +68.4% | +65.7% | +2.7% | +76.7% |
| YTD | -14.7% | +131.1% | -145.8% | -17.5% |
| 1Y | -42.4% | +143.6% | -186.0% | -40.3% |
| All | -42.4% | +143.4% | -185.8% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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