+95.2%
HIMS vs VT
+134.6%
-39.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.5% | -16.1% | -16.0% |
| 7D | -25.6% | -0.1% | -25.4% | -25.5% |
| 30D | -38.1% | -3.1% | -35.1% | -35.6% |
| 3M | -39.8% | -3.5% | -36.3% | -36.8% |
| 6M | -32.3% | +0.5% | -32.8% | -31.6% |
| YTD | -41.1% | +10.8% | -51.9% | -46.2% |
| 1Y | -53.4% | +11.9% | -65.3% | -57.8% |
| 3Y | +180.9% | +73.0% | +107.9% | +78.1% |
| 5Y | +138.5% | +58.6% | +79.9% | +58.8% |
| All | +95.2% | +134.6% | -39.4% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling