+246.0%
HIMS vs VT
+74.1%
+171.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.6% | -14.4% | -17.8% |
| 7D | -9.1% | +0.4% | -9.5% | -10.4% |
| 30D | -25.8% | -2.6% | -23.2% | -21.1% |
| 3M | -27.4% | -3.2% | -24.1% | -21.3% |
| 6M | -18.9% | +0.9% | -19.8% | -19.3% |
| YTD | -29.4% | +11.3% | -40.7% | -43.5% |
| 1Y | -44.1% | +14.0% | -58.1% | -57.6% |
| 3Y | +246.0% | +75.8% | +170.2% | +32.8% |
| All | +246.0% | +74.1% | +171.9% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling