+210.1%
HIMS vs VRSK
-11.8%
+221.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -0.7% | -5.2% | +4.4% | +1.0% |
| 30D | -8.2% | -2.3% | -5.9% | -7.7% |
| 3M | -4.7% | -2.9% | -1.8% | -5.9% |
| 6M | +6.3% | -12.8% | +19.1% | +9.7% |
| YTD | -15.3% | -20.8% | +5.5% | -9.3% |
| 1Y | -46.9% | -33.2% | -13.6% | -38.0% |
| 3Y | +321.3% | -26.6% | +347.9% | +340.3% |
| All | +210.1% | -11.8% | +221.9% | +172.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling