-42.4%
HIMS vs VNQ
+9.6%
-52.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -3.9% | -1.3% | -2.7% | -3.5% |
| 30D | -12.4% | -2.9% | -9.5% | -11.5% |
| 3M | -1.1% | +0.8% | -1.9% | -4.2% |
| 6M | +68.4% | +2.5% | +66.0% | +57.2% |
| YTD | -14.7% | +10.6% | -25.3% | -26.7% |
| 1Y | -42.4% | +9.1% | -51.5% | -50.4% |
| All | -42.4% | +9.6% | -52.0% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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