+138.5%
HIMS vs VT
+57.5%
+81.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.5% | -16.1% | -15.6% |
| 7D | -25.6% | -0.1% | -25.4% | -25.6% |
| 30D | -38.1% | -3.1% | -35.1% | -34.0% |
| 3M | -39.8% | -3.5% | -36.3% | -34.9% |
| 6M | -32.3% | +0.5% | -32.8% | -31.7% |
| YTD | -41.1% | +10.8% | -51.9% | -50.6% |
| 1Y | -53.4% | +11.9% | -65.3% | -61.5% |
| 3Y | +180.9% | +73.0% | +107.9% | +13.0% |
| 5Y | +138.5% | +58.6% | +79.9% | +26.0% |
| All | +138.5% | +57.5% | +81.0% | +26.0% |
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