-21.2%
HIMS vs VLO
+51.2%
-72.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.1% | -8.3% | -4.0% |
| 7D | -18.0% | +6.8% | -24.8% | -15.8% |
| 30D | -33.6% | -17.9% | -15.7% | -40.2% |
| 3M | -34.2% | +13.5% | -47.7% | -28.2% |
| 6M | -21.2% | +53.0% | -74.2% | +4.1% |
| All | -21.2% | +51.2% | -72.4% | +4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling