-12.3%
HIMS vs VST
-12.0%
-0.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +10.6% | -2.5% | +5.0% |
| 7D | -6.1% | -9.8% | +3.7% | -5.7% |
| 30D | -12.0% | -25.1% | +13.2% | -7.9% |
| 3M | -12.3% | -11.6% | -0.8% | -10.3% |
| All | -12.3% | -12.0% | -0.4% | -10.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling