+207.9%
HIMS vs VSH
+67.3%
+140.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.4% |
| 7D | -2.7% | +3.5% | -6.2% | -4.7% |
| 30D | -12.2% | -4.4% | -7.8% | -10.3% |
| 3M | -3.7% | -45.8% | +42.1% | +31.5% |
| 6M | +25.9% | +90.1% | -64.2% | -24.7% |
| YTD | -14.1% | +120.3% | -134.4% | -54.0% |
| 1Y | -41.6% | +112.2% | -153.9% | -68.1% |
| 3Y | +327.3% | +36.6% | +290.7% | +201.4% |
| 5Y | +207.9% | +67.0% | +140.9% | +71.6% |
| All | +207.9% | +67.3% | +140.7% | +71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling