+331.4%
HIMS vs VUG
+88.1%
+243.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +2.3% |
| 7D | -0.9% | +0.9% | -1.8% | -2.6% |
| 30D | -10.8% | -1.4% | -9.4% | -8.4% |
| 3M | +3.7% | +2.3% | +1.4% | +1.0% |
| 6M | +79.0% | +15.7% | +63.3% | +43.6% |
| YTD | -13.2% | +8.6% | -21.9% | -22.8% |
| 1Y | -43.3% | +14.1% | -57.3% | -53.1% |
| 3Y | +331.4% | +87.9% | +243.5% | +110.7% |
| All | +331.4% | +88.1% | +243.3% | +110.7% |
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