+230.2%
HIMS vs AVAV
+44.7%
+185.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +0.9% |
| 7D | -0.9% | +3.2% | -4.1% | -1.8% |
| 30D | -10.8% | -20.3% | +9.5% | -5.3% |
| 3M | +3.7% | -19.4% | +23.1% | +8.9% |
| 6M | +79.0% | -35.3% | +114.2% | +96.1% |
| YTD | -13.2% | -38.5% | +25.2% | -7.5% |
| 1Y | -43.3% | -37.2% | -6.1% | -40.2% |
| 3Y | +331.4% | +31.1% | +300.3% | +255.6% |
| 5Y | +230.2% | +41.0% | +189.2% | +108.6% |
| All | +230.2% | +44.7% | +185.5% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AVAV 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling