+101.3%
HIMS vs VST
+491.9%
-390.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | -24.1% | +6.6% | -30.7% | -25.9% |
| 30D | -28.8% | -12.4% | -16.5% | -26.4% |
| 3M | -31.4% | -9.0% | -22.4% | -30.2% |
| 6M | -18.3% | -6.4% | -11.8% | -17.8% |
| YTD | -39.2% | -17.2% | -22.0% | -37.5% |
| 1Y | -45.3% | -22.0% | -23.3% | -42.5% |
| 3Y | +181.9% | +296.7% | -114.8% | +114.3% |
| 5Y | +166.6% | +637.6% | -471.0% | +85.0% |
| All | +101.3% | +491.9% | -390.6% | +38.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling