+101.3%
HIMS vs VUG
+212.2%
-110.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +1.0% |
| 7D | -24.1% | +2.5% | -26.6% | -26.2% |
| 30D | -28.8% | -6.3% | -22.5% | -23.5% |
| 3M | -31.4% | -6.0% | -25.4% | -26.1% |
| 6M | -18.3% | -3.5% | -14.7% | -13.4% |
| YTD | -39.2% | +3.9% | -43.2% | -39.6% |
| 1Y | -45.3% | +5.1% | -50.4% | -46.1% |
| 3Y | +181.9% | +77.9% | +104.0% | +89.0% |
| 5Y | +166.6% | +62.4% | +104.2% | +81.0% |
| All | +101.3% | +212.2% | -110.9% | +25.4% |
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 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