+141.5%
HIMS vs VUG
+62.0%
+79.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +1.4% |
| 7D | -24.1% | +2.5% | -26.6% | -27.2% |
| 30D | -28.8% | -6.3% | -22.5% | -21.2% |
| 3M | -31.4% | -6.0% | -25.4% | -23.9% |
| 6M | -18.3% | -3.5% | -14.7% | -11.7% |
| YTD | -39.2% | +3.9% | -43.2% | -40.6% |
| 1Y | -45.3% | +5.1% | -50.4% | -47.2% |
| 3Y | +181.9% | +77.9% | +104.0% | +43.2% |
| All | +141.5% | +62.0% | +79.5% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling