+165.3%
HIMS vs AVAV
+82.6%
+82.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +10.5% | -2.4% | +5.5% |
| 7D | -6.1% | -10.6% | +4.5% | -3.6% |
| 30D | -12.0% | -18.8% | +6.8% | -7.6% |
| 3M | -12.3% | -34.1% | +21.8% | -3.6% |
| 6M | -3.3% | -35.3% | +32.1% | +5.4% |
| YTD | -19.9% | -53.4% | +33.5% | -9.5% |
| 1Y | -37.4% | -65.6% | +28.3% | -23.7% |
| 3Y | +314.0% | -5.1% | +319.1% | +287.4% |
| 5Y | +212.1% | +18.5% | +193.6% | +166.2% |
| All | +165.3% | +82.6% | +82.7% | +125.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling