+230.2%
HIMS vs VLO
+577.3%
-347.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +1.2% |
| 7D | -0.9% | +5.8% | -6.7% | -1.7% |
| 30D | -10.8% | +28.3% | -39.2% | -14.2% |
| 3M | +3.7% | +48.7% | -45.1% | -2.9% |
| 6M | +79.0% | +71.9% | +7.1% | +61.6% |
| YTD | -13.2% | +138.7% | -151.9% | -27.3% |
| 1Y | -43.3% | +148.5% | -191.7% | -52.9% |
| 3Y | +331.4% | +192.7% | +138.7% | +240.3% |
| 5Y | +230.2% | +601.6% | -371.4% | +98.0% |
| All | +230.2% | +577.3% | -347.0% | +98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling