+180.7%
HIMS vs VO
+112.9%
+67.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.6% |
| 7D | -0.7% | -1.5% | +0.8% | +0.9% |
| 30D | -8.2% | -3.0% | -5.2% | -5.1% |
| 3M | -4.7% | +2.8% | -7.5% | -7.2% |
| 6M | +6.3% | +10.9% | -4.6% | -3.5% |
| YTD | -15.3% | +12.5% | -27.7% | -24.2% |
| 1Y | -46.9% | +12.0% | -58.8% | -52.0% |
| 3Y | +321.3% | +56.3% | +265.0% | +202.6% |
| 5Y | +215.8% | +42.9% | +172.9% | +142.1% |
| All | +180.7% | +112.9% | +67.8% | +103.8% |
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