+180.7%
HIMS vs VRSK
+17.3%
+163.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -0.7% | -5.2% | +4.4% | +0.4% |
| 30D | -8.2% | -2.3% | -5.9% | -7.8% |
| 3M | -4.7% | -2.9% | -1.8% | -5.3% |
| 6M | +6.3% | -12.8% | +19.1% | +8.4% |
| YTD | -15.3% | -20.8% | +5.5% | -11.7% |
| 1Y | -46.9% | -33.2% | -13.6% | -41.9% |
| 3Y | +321.3% | -26.6% | +347.9% | +340.6% |
| 5Y | +215.8% | -11.3% | +227.2% | +202.8% |
| All | +180.7% | +17.3% | +163.4% | +162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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