+207.9%
HIMS vs VMC
+48.3%
+159.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | +1.1% |
| 7D | -2.7% | -5.3% | +2.6% | +0.7% |
| 30D | -12.2% | -12.3% | +0.1% | -4.5% |
| 3M | -3.7% | -10.3% | +6.5% | +2.6% |
| 6M | +25.9% | -8.6% | +34.5% | +31.4% |
| YTD | -14.1% | -11.9% | -2.2% | -10.3% |
| 1Y | -41.6% | -13.9% | -27.7% | -38.1% |
| 3Y | +327.3% | +18.2% | +309.1% | +254.8% |
| 5Y | +207.9% | +47.7% | +160.2% | +124.4% |
| All | +207.9% | +48.3% | +159.7% | +124.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling