+141.5%
HIMS vs VSH
+38.9%
+102.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +2.2% |
| 7D | -24.1% | +14.3% | -38.5% | -30.5% |
| 30D | -28.8% | -7.9% | -21.0% | -27.5% |
| 3M | -31.4% | -19.9% | -11.6% | -26.3% |
| 6M | -18.3% | -30.5% | +12.3% | -11.4% |
| YTD | -39.2% | +85.7% | -124.9% | -65.9% |
| 1Y | -45.3% | +98.9% | -144.2% | -70.8% |
| 3Y | +181.9% | +32.1% | +149.8% | +90.3% |
| All | +141.5% | +38.9% | +102.5% | +43.0% |
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