+112.3%
HIMS vs VT
+137.3%
-24.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.1% | +7.6% | +7.4% |
| 7D | -21.9% | -0.7% | -21.2% | -21.3% |
| 30D | -32.1% | -1.7% | -30.3% | -30.4% |
| 3M | -31.8% | -2.3% | -29.5% | -29.4% |
| 6M | -28.6% | +1.5% | -30.1% | -28.6% |
| YTD | -35.9% | +12.0% | -48.0% | -42.2% |
| 1Y | -47.6% | +12.9% | -60.5% | -53.0% |
| 3Y | +205.6% | +74.9% | +130.6% | +91.3% |
| 5Y | +170.3% | +59.9% | +110.3% | +77.8% |
| All | +112.3% | +137.3% | -24.9% | +31.7% |
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