+182.8%
HIMS vs VST
+563.3%
-380.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.5% |
| 7D | -3.9% | +8.9% | -12.8% | -6.6% |
| 30D | -12.4% | +6.2% | -18.7% | -14.2% |
| 3M | -1.1% | -2.7% | +1.7% | -0.2% |
| 6M | +68.4% | -8.4% | +76.8% | +72.5% |
| YTD | -14.7% | -7.2% | -7.5% | -14.2% |
| 1Y | -42.4% | -20.9% | -21.5% | -39.0% |
| 3Y | +304.5% | +384.0% | -79.5% | +195.8% |
| 5Y | +237.5% | +757.1% | -519.6% | +127.6% |
| All | +182.8% | +563.3% | -380.6% | +89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling