+67.1%
V vs HIMS
+221.2%
-154.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.8% |
| 7D | -1.1% | -0.9% | -0.1% | -1.0% |
| 30D | +1.9% | -10.8% | +12.7% | +2.3% |
| 3M | +15.5% | +3.7% | +11.9% | +14.6% |
| 6M | +16.6% | +79.0% | -62.4% | +11.2% |
| YTD | +5.7% | -13.2% | +19.0% | +4.9% |
| 1Y | +8.6% | -43.3% | +51.8% | +9.7% |
| 3Y | +52.5% | +331.4% | -278.9% | +18.9% |
| 5Y | +67.1% | +230.2% | -163.1% | +22.8% |
| All | +67.1% | +221.2% | -154.1% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling