+182.8%
HIMS vs VUG
+227.6%
-44.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.1% |
| 7D | -3.9% | -0.1% | -3.8% | -3.9% |
| 30D | -12.4% | -0.3% | -12.1% | -12.0% |
| 3M | -1.1% | -0.7% | -0.4% | +0.9% |
| 6M | +68.4% | +14.6% | +53.8% | +50.3% |
| YTD | -14.7% | +9.0% | -23.7% | -20.0% |
| 1Y | -42.4% | +14.9% | -57.3% | -48.3% |
| 3Y | +304.5% | +86.0% | +218.5% | +156.8% |
| 5Y | +237.5% | +76.7% | +160.8% | +114.4% |
| All | +182.8% | +227.6% | -44.8% | +66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling