+319.4%
HIMS vs VLTO
+54.8%
+264.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.5% | +7.6% | +7.9% |
| 7D | -6.1% | +5.4% | -11.5% | -8.2% |
| 30D | -12.0% | +22.3% | -34.3% | -19.9% |
| 3M | -12.3% | +19.6% | -32.0% | -19.3% |
| 6M | -3.3% | +35.2% | -38.4% | -17.4% |
| YTD | -19.9% | +17.9% | -37.8% | -26.2% |
| 1Y | -37.4% | +19.5% | -56.9% | -43.1% |
| 3Y | +314.0% | +73.9% | +240.1% | +182.7% |
| All | +319.4% | +54.8% | +264.5% | +201.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling