+180.0%
HIMS vs VRSK
+17.1%
+162.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.4% |
| 7D | -1.4% | -7.7% | +6.4% | +0.4% |
| 30D | -10.1% | -2.8% | -7.2% | -9.6% |
| 3M | -1.2% | -3.7% | +2.5% | -1.7% |
| 6M | +16.9% | -12.8% | +29.7% | +19.3% |
| YTD | -15.5% | -21.0% | +5.5% | -11.8% |
| 1Y | -42.6% | -32.5% | -10.1% | -37.4% |
| 3Y | +320.2% | -26.5% | +346.7% | +339.3% |
| 5Y | +215.0% | -11.5% | +226.5% | +202.2% |
| All | +180.0% | +17.1% | +162.9% | +161.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling