+105.5%
V vs HIMS
+166.7%
-61.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -11.8% | +11.7% | +0.4% |
| 7D | -0.8% | -9.1% | +8.3% | -0.4% |
| 30D | +9.5% | -25.8% | +35.3% | +10.9% |
| 3M | +16.7% | -27.4% | +44.1% | +18.0% |
| 6M | +32.9% | -18.9% | +51.8% | +32.9% |
| YTD | +21.1% | -29.4% | +50.4% | +21.1% |
| 1Y | +26.6% | -44.1% | +70.7% | +28.2% |
| 3Y | +78.4% | +246.0% | -167.6% | +39.7% |
| 5Y | +105.5% | +177.1% | -71.6% | +55.2% |
| All | +105.5% | +166.7% | -61.3% | +55.2% |
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 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