+101.3%
HIMS vs VO
+115.8%
-14.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -24.1% | +3.1% | -27.2% | -26.8% |
| 30D | -28.8% | +2.2% | -31.0% | -30.4% |
| 3M | -31.4% | -2.5% | -28.9% | -29.4% |
| 6M | -18.3% | +7.0% | -25.2% | -23.4% |
| YTD | -39.2% | +14.0% | -53.2% | -46.3% |
| 1Y | -45.3% | +15.6% | -60.9% | -52.3% |
| 3Y | +181.9% | +66.2% | +115.7% | +92.7% |
| 5Y | +166.6% | +36.6% | +130.0% | +104.9% |
| All | +101.3% | +115.8% | -14.5% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling