+210.1%
HIMS vs VNQ
+7.0%
+203.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | -0.5% |
| 7D | -0.7% | -1.3% | +0.5% | +0.6% |
| 30D | -8.2% | -2.6% | -5.6% | -5.8% |
| 3M | -4.7% | -2.0% | -2.7% | -4.2% |
| 6M | +6.3% | +4.3% | +2.0% | -0.2% |
| YTD | -15.3% | +9.2% | -24.5% | -24.9% |
| 1Y | -46.9% | +5.6% | -52.5% | -51.0% |
| 3Y | +321.3% | +30.8% | +290.4% | +206.3% |
| All | +210.1% | +7.0% | +203.1% | +203.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling