+180.0%
HIMS vs VUG
+223.0%
-43.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.1% |
| 7D | -1.4% | -1.9% | +0.5% | +0.6% |
| 30D | -10.1% | -1.6% | -8.5% | -8.5% |
| 3M | -1.2% | +4.4% | -5.6% | -4.3% |
| 6M | +16.9% | +13.2% | +3.7% | +5.4% |
| YTD | -15.5% | +7.5% | -23.0% | -19.6% |
| 1Y | -42.6% | +12.5% | -55.0% | -47.3% |
| 3Y | +320.2% | +86.0% | +234.3% | +167.9% |
| 5Y | +215.0% | +76.5% | +138.6% | +102.5% |
| All | +180.0% | +223.0% | -43.0% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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