+180.0%
HIMS vs VWO
+75.2%
+104.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.2% |
| 7D | -1.4% | -1.7% | +0.4% | +0.2% |
| 30D | -10.1% | -0.3% | -9.8% | -9.6% |
| 3M | -1.2% | +4.0% | -5.2% | -3.6% |
| 6M | +16.9% | +8.1% | +8.8% | +11.2% |
| YTD | -15.5% | +11.6% | -27.1% | -21.7% |
| 1Y | -42.6% | +16.2% | -58.8% | -48.3% |
| 3Y | +320.2% | +63.3% | +256.9% | +194.5% |
| 5Y | +215.0% | +33.4% | +181.7% | +147.2% |
| All | +180.0% | +75.2% | +104.8% | +113.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling