-37.7%
HIMS vs VSH
+62.1%
-99.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.1% | +8.8% | +5.7% |
| 7D | -9.1% | -13.6% | +4.6% | -3.9% |
| 30D | -10.1% | -30.4% | +20.2% | +2.6% |
| 3M | -17.1% | -33.3% | +16.2% | -5.1% |
| 6M | -2.2% | -15.1% | +12.8% | -9.2% |
| YTD | -17.9% | +80.2% | -98.1% | -49.3% |
| 1Y | -37.7% | +63.4% | -101.1% | -59.6% |
| All | -37.7% | +62.1% | -99.7% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 1y: compounded portfolio wealth divided by compounded VSH 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…
1y analysis · Full analysis span regression · 6 months rolling