+165.3%
HIMS vs VT
+129.7%
+35.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.2% | +7.8% | +7.8% |
| 7D | -6.1% | -2.3% | -3.8% | -3.0% |
| 30D | -12.0% | -5.0% | -7.0% | -5.7% |
| 3M | -12.3% | -4.9% | -7.5% | -5.9% |
| 6M | -3.3% | -1.5% | -1.7% | +0.8% |
| YTD | -19.9% | +8.5% | -28.4% | -24.7% |
| 1Y | -37.4% | +11.4% | -48.8% | -42.6% |
| 3Y | +314.0% | +70.1% | +243.9% | +169.5% |
| 5Y | +212.1% | +53.7% | +158.4% | +114.6% |
| All | +165.3% | +129.7% | +35.6% | +71.6% |
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