+210.1%
HIMS vs VTEB
+1.2%
+208.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | -0.5% |
| 7D | -0.7% | -0.9% | +0.2% | +1.2% |
| 30D | -8.2% | -2.5% | -5.7% | -3.3% |
| 3M | -4.7% | -3.0% | -1.7% | +1.5% |
| 6M | +6.3% | -2.1% | +8.4% | +11.9% |
| YTD | -15.3% | -1.5% | -13.8% | -12.1% |
| 1Y | -46.9% | +0.2% | -47.0% | -46.5% |
| 3Y | +321.3% | +8.6% | +312.7% | +259.3% |
| All | +210.1% | +1.2% | +208.9% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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