+181.9%
HIMS vs AVAV
-3.9%
+185.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.8% |
| 7D | -24.1% | +4.2% | -28.3% | -25.3% |
| 30D | -28.8% | -2.6% | -26.3% | -28.8% |
| 3M | -31.4% | -38.0% | +6.5% | -22.7% |
| 6M | -18.3% | -27.0% | +8.7% | -13.1% |
| YTD | -39.2% | -51.4% | +12.2% | -32.1% |
| 1Y | -45.3% | -60.2% | +15.0% | -34.7% |
| 3Y | +181.9% | -6.7% | +188.5% | +149.6% |
| All | +181.9% | -3.9% | +185.7% | +149.6% |
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 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