+197.3%
HIMS vs VLO
+221.8%
-24.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.7% | +5.1% | +8.3% |
| 7D | -21.9% | -0.4% | -21.5% | -21.9% |
| 30D | -32.1% | -16.6% | -15.5% | -30.7% |
| 3M | -31.8% | +12.3% | -44.1% | -34.0% |
| 6M | -28.6% | +47.8% | -76.4% | -35.2% |
| YTD | -35.9% | +126.7% | -162.6% | -50.8% |
| 1Y | -47.6% | +105.4% | -153.0% | -58.3% |
| All | +197.3% | +221.8% | -24.6% | +92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling