-42.6%
HIMS vs VLO
+144.1%
-186.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.8% |
| 7D | -1.4% | +4.0% | -5.3% | -0.7% |
| 30D | -10.1% | +19.0% | -29.1% | -7.5% |
| 3M | -1.2% | +50.0% | -51.2% | +5.1% |
| 6M | +16.9% | +79.1% | -62.2% | +22.7% |
| YTD | -15.5% | +140.3% | -155.8% | -19.0% |
| 1Y | -42.6% | +148.3% | -190.9% | -43.8% |
| All | -42.6% | +144.1% | -186.7% | -43.8% |
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