+138.5%
HIMS vs VST
+644.1%
-505.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.0% | -14.6% | -15.8% |
| 7D | -25.6% | -6.0% | -19.5% | -24.4% |
| 30D | -38.1% | -18.8% | -19.4% | -33.4% |
| 3M | -39.8% | -8.0% | -31.8% | -38.9% |
| 6M | -32.3% | -10.9% | -21.4% | -30.5% |
| YTD | -41.1% | -18.3% | -22.8% | -38.9% |
| 1Y | -53.4% | -29.9% | -23.5% | -48.3% |
| 3Y | +180.9% | +290.3% | -109.4% | +65.9% |
| 5Y | +138.5% | +635.3% | -496.8% | -0.7% |
| All | +138.5% | +644.1% | -505.6% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling