-37.7%
HIMS vs VLO
+120.8%
-158.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.8% | +9.5% | +2.2% |
| 7D | -9.1% | -6.0% | -3.1% | -10.3% |
| 30D | -10.1% | -12.9% | +2.7% | -13.1% |
| 3M | -17.1% | +18.3% | -35.4% | -14.2% |
| 6M | -2.2% | +46.4% | -48.7% | +5.2% |
| YTD | -17.9% | +127.7% | -145.6% | -20.7% |
| 1Y | -37.7% | +120.6% | -158.3% | -39.8% |
| All | -37.7% | +120.8% | -158.5% | -39.8% |
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