+180.7%
HIMS vs VYM
+123.8%
+56.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.3% |
| 7D | -0.7% | -0.8% | +0.1% | -0.1% |
| 30D | -8.2% | -2.2% | -6.0% | -6.5% |
| 3M | -4.7% | +3.1% | -7.8% | -7.0% |
| 6M | +6.3% | +9.7% | -3.4% | -0.9% |
| YTD | -15.3% | +14.9% | -30.2% | -23.9% |
| 1Y | -46.9% | +17.6% | -64.4% | -53.0% |
| 3Y | +321.3% | +65.3% | +256.0% | +211.3% |
| 5Y | +215.8% | +78.7% | +137.1% | +131.5% |
| All | +180.7% | +123.8% | +56.9% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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