+184.7%
HIMS vs VYM
+123.5%
+61.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.5% |
| 7D | -2.7% | -1.0% | -1.7% | -2.0% |
| 30D | -12.2% | -2.0% | -10.2% | -10.8% |
| 3M | -3.7% | +3.1% | -6.8% | -6.0% |
| 6M | +25.9% | +8.9% | +17.0% | +18.0% |
| YTD | -14.1% | +14.7% | -28.8% | -22.7% |
| 1Y | -41.6% | +19.4% | -61.0% | -49.0% |
| 3Y | +327.3% | +65.4% | +261.9% | +215.7% |
| 5Y | +207.9% | +77.6% | +130.4% | +126.2% |
| All | +184.7% | +123.5% | +61.2% | +102.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling