+170.3%
HIMS vs VXUS
+48.1%
+122.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.9% | +7.8% | +7.2% |
| 7D | -21.9% | -0.5% | -21.4% | -21.3% |
| 30D | -32.1% | -1.2% | -30.9% | -30.6% |
| 3M | -31.8% | -3.8% | -28.0% | -26.8% |
| 6M | -28.6% | -1.7% | -26.9% | -25.5% |
| YTD | -35.9% | +11.4% | -47.3% | -45.4% |
| 1Y | -47.6% | +13.3% | -61.0% | -56.6% |
| 3Y | +205.6% | +70.0% | +135.6% | +35.5% |
| 5Y | +170.3% | +48.1% | +122.2% | +66.8% |
| All | +170.3% | +48.1% | +122.2% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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