+180.0%
HIMS vs VSH
+100.8%
+79.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.2% |
| 7D | -1.4% | +3.1% | -4.4% | -2.8% |
| 30D | -10.1% | -5.7% | -4.4% | -7.9% |
| 3M | -1.2% | -42.5% | +41.2% | +23.4% |
| 6M | +16.9% | +82.7% | -65.8% | -17.0% |
| YTD | -15.5% | +118.2% | -133.7% | -45.1% |
| 1Y | -42.6% | +109.7% | -152.2% | -62.1% |
| 3Y | +320.2% | +35.3% | +284.9% | +222.0% |
| 5Y | +215.0% | +65.6% | +149.4% | +124.9% |
| All | +180.0% | +100.8% | +79.2% | +101.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling