+180.7%
HIMS vs VWO
+76.4%
+104.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.4% |
| 7D | -0.7% | -1.8% | +1.1% | +0.9% |
| 30D | -8.2% | -0.1% | -8.1% | -7.9% |
| 3M | -4.7% | +2.2% | -6.9% | -5.7% |
| 6M | +6.3% | +8.8% | -2.5% | +0.6% |
| YTD | -15.3% | +12.4% | -27.7% | -22.0% |
| 1Y | -46.9% | +15.6% | -62.4% | -52.0% |
| 3Y | +321.3% | +62.5% | +258.8% | +195.7% |
| 5Y | +215.8% | +34.3% | +181.6% | +146.3% |
| All | +180.7% | +76.4% | +104.4% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 10y: compounded portfolio wealth divided by compounded VWO 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…
10y analysis · Full analysis span regression · 6 months rolling