+215.0%
HIMS vs VTR
+90.0%
+125.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -2.1% |
| 7D | -1.4% | -1.8% | +0.4% | -0.6% |
| 30D | -10.1% | +4.0% | -14.1% | -11.6% |
| 3M | -1.2% | +7.8% | -9.1% | -6.1% |
| 6M | +16.9% | +6.4% | +10.6% | +10.9% |
| YTD | -15.5% | +18.3% | -33.8% | -24.3% |
| 1Y | -42.6% | +33.9% | -76.5% | -52.3% |
| 3Y | +320.2% | +134.3% | +185.9% | +145.1% |
| 5Y | +215.0% | +90.3% | +124.8% | +98.3% |
| All | +215.0% | +90.0% | +125.0% | +98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling