+182.8%
HIMS vs VXUS
+106.6%
+76.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.9% |
| 7D | -3.9% | +1.0% | -4.9% | -4.9% |
| 30D | -12.4% | +2.2% | -14.6% | -14.1% |
| 3M | -1.1% | +3.0% | -4.0% | -3.0% |
| 6M | +68.4% | +10.7% | +57.8% | +55.1% |
| YTD | -14.7% | +17.8% | -32.5% | -26.5% |
| 1Y | -42.4% | +27.6% | -70.0% | -53.8% |
| 3Y | +304.5% | +73.3% | +231.2% | +153.4% |
| 5Y | +237.5% | +54.3% | +183.2% | +123.7% |
| All | +182.8% | +106.6% | +76.1% | +78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling