+181.9%
HIMS vs VUG
+78.3%
+103.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +1.7% |
| 7D | -24.1% | +2.5% | -26.6% | -27.7% |
| 30D | -28.8% | -6.3% | -22.5% | -19.8% |
| 3M | -31.4% | -6.0% | -25.4% | -22.6% |
| 6M | -18.3% | -3.5% | -14.7% | -10.9% |
| YTD | -39.2% | +3.9% | -43.2% | -41.3% |
| 1Y | -45.3% | +5.1% | -50.4% | -48.1% |
| 3Y | +181.9% | +77.9% | +104.0% | +53.8% |
| All | +181.9% | +78.3% | +103.6% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling