+101.3%
HIMS vs VT
+135.1%
-33.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.3% |
| 7D | -24.1% | +2.4% | -26.5% | -26.4% |
| 30D | -28.8% | -1.5% | -27.3% | -27.3% |
| 3M | -31.4% | -4.1% | -27.3% | -27.3% |
| 6M | -18.3% | +0.6% | -18.8% | -17.4% |
| YTD | -39.2% | +11.0% | -50.3% | -44.6% |
| 1Y | -45.3% | +13.3% | -58.6% | -51.1% |
| 3Y | +181.9% | +73.4% | +108.5% | +78.4% |
| 5Y | +166.6% | +57.4% | +109.2% | +77.8% |
| All | +101.3% | +135.1% | -33.8% | +26.3% |
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