+182.8%
HIMS vs VLO
+474.9%
-292.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.9% | +5.2% | -9.1% | -4.3% |
| 30D | -12.4% | +22.6% | -35.0% | -14.1% |
| 3M | -1.1% | +43.8% | -44.8% | -4.5% |
| 6M | +68.4% | +65.7% | +2.7% | +59.4% |
| YTD | -14.7% | +131.1% | -145.8% | -22.3% |
| 1Y | -42.4% | +143.6% | -186.0% | -47.9% |
| 3Y | +304.5% | +201.4% | +103.1% | +256.3% |
| 5Y | +237.5% | +568.9% | -331.4% | +183.7% |
| All | +182.8% | +474.9% | -292.1% | +133.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling