+101.3%
HIMS vs VO
+115.8%
-14.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.9% | -4.3% | -4.3% |
| 7D | -18.0% | +2.9% | -20.9% | -20.8% |
| 30D | -33.6% | +1.0% | -34.6% | -34.2% |
| 3M | -34.2% | -1.7% | -32.4% | -32.8% |
| 6M | -21.2% | +6.7% | -27.9% | -25.9% |
| YTD | -39.2% | +14.0% | -53.2% | -46.3% |
| 1Y | -49.4% | +13.7% | -63.1% | -55.1% |
| 3Y | +189.7% | +65.8% | +123.9% | +98.4% |
| 5Y | +166.6% | +36.6% | +130.0% | +104.9% |
| All | +101.3% | +115.8% | -14.4% | +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