+141.5%
HIMS vs VT
+57.0%
+84.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.6% |
| 7D | -24.1% | +2.4% | -26.5% | -28.0% |
| 30D | -28.8% | -1.5% | -27.3% | -26.4% |
| 3M | -31.4% | -4.1% | -27.3% | -24.7% |
| 6M | -18.3% | +0.6% | -18.8% | -17.6% |
| YTD | -39.2% | +11.0% | -50.3% | -49.2% |
| 1Y | -45.3% | +13.3% | -58.6% | -56.0% |
| 3Y | +181.9% | +73.4% | +108.5% | +12.6% |
| All | +141.5% | +57.0% | +84.5% | +29.9% |
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