+180.7%
HIMS vs VTR
+66.0%
+114.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | -0.7% | -0.3% | -0.4% | -0.7% |
| 30D | -8.2% | +1.1% | -9.3% | -8.3% |
| 3M | -4.7% | +7.9% | -12.6% | -6.1% |
| 6M | +6.3% | +6.2% | +0.1% | +4.7% |
| YTD | -15.3% | +17.7% | -33.0% | -17.8% |
| 1Y | -46.9% | +32.9% | -79.7% | -49.5% |
| 3Y | +321.3% | +129.7% | +191.6% | +269.9% |
| 5Y | +215.8% | +89.3% | +126.5% | +180.3% |
| All | +180.7% | +66.0% | +114.7% | +146.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 10y: compounded portfolio wealth divided by compounded VTR 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…
10y analysis · Full analysis span regression · 6 months rolling