+21.8%
VZ vs HIMS
+160.3%
-138.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.5% | -24.1% | +25.6% | +1.2% |
| 30D | +4.4% | -28.8% | +33.2% | +4.0% |
| 3M | -2.4% | -31.4% | +29.1% | -2.7% |
| 6M | +1.4% | -18.3% | +19.7% | +1.1% |
| YTD | +21.4% | -39.2% | +60.6% | +21.3% |
| 1Y | +20.3% | -45.3% | +65.5% | +20.3% |
| 3Y | +57.4% | +181.9% | -124.5% | +47.4% |
| All | +21.8% | +160.3% | -138.5% | +10.1% |
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