+222.2%
HIMS vs VT
+66.2%
+156.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.9% | +0.4% | -4.4% | -4.9% |
| 30D | -12.4% | +1.0% | -13.4% | -13.9% |
| 3M | -1.1% | +2.4% | -3.5% | -4.2% |
| 6M | +68.4% | +12.0% | +56.4% | +38.2% |
| YTD | -14.7% | +15.3% | -30.0% | -34.3% |
| 1Y | -42.4% | +22.6% | -65.0% | -60.3% |
| 3Y | +304.5% | +74.7% | +229.9% | +56.7% |
| All | +222.2% | +66.2% | +156.0% | +54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling