+112.3%
HIMS vs VO
+117.7%
-5.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.3% | +7.5% | +7.4% |
| 7D | -21.9% | +0.2% | -22.2% | -22.2% |
| 30D | -32.1% | +2.0% | -34.1% | -33.4% |
| 3M | -31.8% | -0.3% | -31.5% | -31.5% |
| 6M | -28.6% | +7.3% | -35.9% | -33.3% |
| YTD | -35.9% | +15.0% | -50.9% | -43.9% |
| 1Y | -47.6% | +14.7% | -62.3% | -54.0% |
| 3Y | +205.6% | +67.3% | +138.3% | +107.2% |
| 5Y | +170.3% | +38.8% | +131.4% | +105.3% |
| All | +112.3% | +117.7% | -5.3% | +50.9% |
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