+152.8%
V vs HIMS
+112.8%
+40.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.8% | -8.2% | +0.2% |
| 7D | -2.3% | -21.9% | +19.6% | -1.4% |
| 30D | +9.5% | -32.1% | +41.6% | +11.2% |
| 3M | +17.5% | -31.8% | +49.3% | +19.0% |
| 6M | +32.2% | -28.6% | +60.7% | +32.8% |
| YTD | +22.3% | -35.9% | +58.2% | +22.6% |
| 1Y | +26.8% | -47.6% | +74.4% | +28.4% |
| 3Y | +77.5% | +205.6% | -128.1% | +48.3% |
| 5Y | +110.1% | +170.3% | -60.2% | +69.3% |
| All | +152.8% | +112.8% | +40.1% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS 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 HIMS 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