+165.3%
HIMS vs VST
+455.4%
-290.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +10.6% | -2.5% | +4.6% |
| 7D | -6.1% | -9.8% | +3.7% | -3.3% |
| 30D | -12.0% | -25.1% | +13.2% | -3.9% |
| 3M | -12.3% | -11.6% | -0.8% | -9.8% |
| 6M | -3.3% | -20.9% | +17.6% | +3.0% |
| YTD | -19.9% | -22.3% | +2.4% | -15.6% |
| 1Y | -37.4% | -32.0% | -5.4% | -31.1% |
| 3Y | +314.0% | +262.4% | +51.6% | +223.5% |
| 5Y | +212.1% | +563.4% | -351.2% | +122.3% |
| All | +165.3% | +455.4% | -290.1% | +86.2% |
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