-45.3%
HIMS vs VMC
-5.0%
-40.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -24.1% | -1.3% | -22.9% | -23.9% |
| 30D | -28.8% | +15.5% | -44.3% | -31.2% |
| 3M | -31.4% | +0.6% | -32.0% | -31.9% |
| 6M | -18.3% | +2.1% | -20.3% | -19.0% |
| YTD | -39.2% | -1.6% | -37.7% | -42.8% |
| 1Y | -45.3% | -1.2% | -44.1% | -48.0% |
| All | -45.3% | -5.0% | -40.3% | -48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling