+145.5%
HIMS vs VT
+129.2%
+16.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -4.1% | -5.7% | -4.8% |
| 7D | -18.9% | -4.2% | -14.7% | -14.2% |
| 30D | -18.4% | -5.8% | -12.6% | -11.6% |
| 3M | -24.0% | -5.2% | -18.7% | -18.1% |
| 6M | -8.6% | +0.1% | -8.8% | -6.6% |
| YTD | -25.9% | +8.2% | -34.1% | -30.1% |
| 1Y | -45.0% | +10.1% | -55.1% | -48.9% |
| 3Y | +271.3% | +69.7% | +201.6% | +142.3% |
| 5Y | +188.8% | +53.4% | +135.5% | +99.1% |
| All | +145.5% | +129.2% | +16.3% | +59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling