-42.4%
HIMS vs VST
-20.6%
-21.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.9% |
| 7D | -3.9% | +8.9% | -12.8% | -7.4% |
| 30D | -12.4% | +6.2% | -18.7% | -14.8% |
| 3M | -1.1% | -2.7% | +1.7% | -0.3% |
| 6M | +68.4% | -8.4% | +76.8% | +71.8% |
| YTD | -14.7% | -7.2% | -7.5% | -14.6% |
| 1Y | -42.4% | -20.9% | -21.5% | -33.2% |
| All | -42.4% | -20.6% | -21.8% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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