+15.6%
VZ vs HIMS
+165.8%
-150.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.1% | -9.0% | -0.8% |
| 7D | +2.1% | -6.1% | +8.2% | +2.1% |
| 30D | +1.4% | -12.0% | +13.4% | +1.3% |
| 3M | -1.3% | -12.3% | +11.1% | -1.3% |
| 6M | -0.5% | -3.3% | +2.7% | -0.5% |
| YTD | +19.6% | -19.9% | +39.6% | +19.9% |
| 1Y | +22.4% | -37.4% | +59.8% | +22.7% |
| 3Y | +55.9% | +314.0% | -258.1% | +52.5% |
| 5Y | +20.4% | +212.1% | -191.7% | +16.7% |
| All | +15.6% | +165.8% | -150.2% | +1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling