+314.0%
HIMS vs AVAV
-5.8%
+319.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +10.5% | -2.4% | +5.0% |
| 7D | -6.1% | -10.6% | +4.5% | -3.1% |
| 30D | -12.0% | -18.8% | +6.8% | -6.8% |
| 3M | -12.3% | -34.1% | +21.8% | -2.1% |
| 6M | -3.3% | -35.3% | +32.1% | +6.8% |
| YTD | -19.9% | -53.4% | +33.5% | -8.9% |
| 1Y | -37.4% | -65.6% | +28.3% | -21.0% |
| 3Y | +314.0% | -5.1% | +319.1% | +206.5% |
| All | +314.0% | -5.8% | +319.8% | +206.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling