+134.1%
HIMS vs VST
+496.0%
-361.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +7.3% | -19.1% | -14.1% |
| 7D | -9.1% | -0.5% | -8.6% | -9.8% |
| 30D | -25.8% | -17.1% | -8.7% | -22.0% |
| 3M | -27.4% | -4.6% | -22.8% | -27.4% |
| 6M | -18.9% | -9.1% | -9.8% | -17.6% |
| YTD | -29.4% | -16.6% | -12.7% | -27.5% |
| 1Y | -44.1% | -29.5% | -14.6% | -39.4% |
| 3Y | +246.0% | +297.5% | -51.5% | +162.3% |
| 5Y | +177.1% | +654.5% | -477.5% | +91.3% |
| All | +134.1% | +496.0% | -361.9% | +59.9% |
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