+354.4%
HIMS vs VLTO
+26.2%
+328.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | -0.9% | -1.6% | +0.6% | -0.2% |
| 30D | -10.8% | -2.9% | -8.0% | -9.6% |
| 3M | +3.7% | +12.7% | -9.0% | -3.2% |
| 6M | +79.0% | +1.6% | +77.4% | +76.0% |
| YTD | -13.2% | -4.0% | -9.3% | -12.0% |
| 1Y | -43.3% | -10.2% | -33.1% | -39.9% |
| All | +354.4% | +26.2% | +328.2% | +259.3% |
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