+180.7%
HIMS vs VTRS
-8.0%
+188.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | -0.7% | -2.2% | +1.5% | -0.1% |
| 30D | -8.2% | +3.3% | -11.5% | -9.0% |
| 3M | -4.7% | +2.0% | -6.7% | -5.3% |
| 6M | +6.3% | +19.9% | -13.6% | +0.4% |
| YTD | -15.3% | +35.7% | -51.0% | -23.2% |
| 1Y | -46.9% | +68.1% | -114.9% | -54.9% |
| 3Y | +321.3% | +87.1% | +234.2% | +234.6% |
| 5Y | +215.8% | +47.6% | +168.2% | +158.7% |
| All | +180.7% | -8.0% | +188.7% | +132.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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