+134.1%
HIMS vs VT
+135.7%
-1.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.6% | -14.4% | -14.9% |
| 7D | -9.1% | +0.4% | -9.5% | -9.6% |
| 30D | -25.8% | -2.6% | -23.2% | -23.3% |
| 3M | -27.4% | -3.2% | -24.1% | -24.1% |
| 6M | -18.9% | +0.9% | -19.8% | -18.5% |
| YTD | -29.4% | +11.3% | -40.7% | -35.9% |
| 1Y | -44.1% | +14.0% | -58.1% | -50.4% |
| 3Y | +246.0% | +75.8% | +170.2% | +115.8% |
| 5Y | +177.1% | +57.8% | +119.2% | +83.7% |
| All | +134.1% | +135.7% | -1.6% | +46.1% |
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