+101.3%
HIMS vs VST
+498.6%
-397.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.8% | -6.0% | -5.4% |
| 7D | -18.0% | +19.2% | -37.1% | -22.7% |
| 30D | -33.6% | -17.2% | -16.4% | -30.0% |
| 3M | -34.2% | -8.1% | -26.0% | -33.2% |
| 6M | -21.2% | -8.1% | -13.0% | -20.2% |
| YTD | -39.2% | -16.3% | -23.0% | -37.7% |
| 1Y | -49.4% | -24.1% | -25.3% | -46.4% |
| 3Y | +189.7% | +300.2% | -110.5% | +119.6% |
| 5Y | +166.6% | +645.9% | -479.3% | +84.4% |
| All | +101.3% | +498.6% | -397.3% | +37.6% |
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