+101.3%
HIMS vs VLO
+489.0%
-387.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -24.1% | +9.6% | -33.8% | -24.6% |
| 30D | -28.8% | -17.4% | -11.4% | -27.9% |
| 3M | -31.4% | +10.8% | -42.2% | -32.3% |
| 6M | -18.3% | +56.9% | -75.2% | -22.1% |
| YTD | -39.2% | +136.8% | -176.0% | -45.0% |
| 1Y | -45.3% | +120.7% | -165.9% | -50.1% |
| 3Y | +181.9% | +231.9% | -50.1% | +145.9% |
| 5Y | +166.6% | +479.0% | -312.4% | +124.2% |
| All | +101.3% | +489.0% | -387.7% | +65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling