+180.7%
HIMS vs VMC
+84.4%
+96.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | -0.7% | -3.8% | +3.0% | +0.7% |
| 30D | -8.2% | -9.7% | +1.5% | -4.6% |
| 3M | -4.7% | -9.6% | +4.9% | -1.3% |
| 6M | +6.3% | -4.8% | +11.1% | +7.8% |
| YTD | -15.3% | -10.9% | -4.4% | -12.9% |
| 1Y | -46.9% | -15.6% | -31.3% | -44.3% |
| 3Y | +321.3% | +19.3% | +302.0% | +292.6% |
| 5Y | +215.8% | +48.0% | +167.8% | +177.2% |
| All | +180.7% | +84.4% | +96.3% | +141.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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