+210.1%
HIMS vs AUR
-35.1%
+245.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.2% |
| 7D | -0.7% | +1.4% | -2.1% | -1.1% |
| 30D | -8.2% | -6.4% | -1.8% | -6.9% |
| 3M | -4.7% | +7.7% | -12.4% | -7.1% |
| 6M | +6.3% | +44.5% | -38.2% | -5.8% |
| YTD | -15.3% | +67.4% | -82.7% | -28.5% |
| 1Y | -46.9% | +15.4% | -62.3% | -50.5% |
| 3Y | +321.3% | +94.8% | +226.4% | +213.6% |
| All | +210.1% | -35.1% | +245.2% | +161.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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