+246.0%
HIMS vs VST
+296.4%
-50.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +7.3% | -19.1% | -14.8% |
| 7D | -9.1% | -0.5% | -8.6% | -10.1% |
| 30D | -25.8% | -17.1% | -8.7% | -20.9% |
| 3M | -27.4% | -4.6% | -22.8% | -27.5% |
| 6M | -18.9% | -9.1% | -9.8% | -17.5% |
| YTD | -29.4% | -16.6% | -12.7% | -27.4% |
| 1Y | -44.1% | -29.5% | -14.6% | -38.0% |
| 3Y | +246.0% | +297.5% | -51.5% | +158.0% |
| All | +246.0% | +296.4% | -50.4% | +158.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling