+321.3%
HIMS vs VTR
+132.9%
+188.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -7.4% |
| 6M | +6.3% | +6.2% | +0.1% | +3.3% |
| YTD | -15.3% | +17.7% | -33.0% | -20.6% |
| 1Y | -46.9% | +32.9% | -79.7% | -52.6% |
| 3Y | +321.3% | +129.7% | +191.6% | +204.9% |
| All | +321.3% | +132.9% | +188.4% | +204.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling