+101.3%
HIMS vs VMC
+103.7%
-2.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -24.1% | -1.3% | -22.9% | -23.8% |
| 30D | -28.8% | +15.5% | -44.3% | -32.7% |
| 3M | -31.4% | +0.6% | -32.0% | -31.7% |
| 6M | -18.3% | +2.1% | -20.3% | -19.3% |
| YTD | -39.2% | -1.6% | -37.7% | -40.0% |
| 1Y | -45.3% | -1.2% | -44.1% | -46.0% |
| 3Y | +181.9% | +35.3% | +146.5% | +150.7% |
| 5Y | +166.6% | +43.6% | +123.0% | +127.9% |
| All | +101.3% | +103.7% | -2.3% | +66.2% |
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