+182.8%
HIMS vs VMC
+91.6%
+91.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | -3.9% | -4.3% | +0.4% | -2.3% |
| 30D | -12.4% | -8.2% | -4.2% | -9.5% |
| 3M | -1.1% | -7.0% | +6.0% | +1.5% |
| 6M | +68.4% | -10.8% | +79.2% | +74.8% |
| YTD | -14.7% | -7.4% | -7.3% | -13.5% |
| 1Y | -42.4% | -9.5% | -32.9% | -41.1% |
| 3Y | +304.5% | +20.5% | +284.1% | +274.9% |
| 5Y | +237.5% | +51.6% | +185.9% | +192.4% |
| All | +182.8% | +91.6% | +91.1% | +139.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling