+181.9%
HIMS vs AVTR
-16.2%
+198.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -24.1% | +0.5% | -24.6% | -24.2% |
| 30D | -28.8% | -1.0% | -27.8% | -28.5% |
| 3M | -31.4% | +12.2% | -43.6% | -33.1% |
| 6M | -18.3% | +97.5% | -115.7% | -31.9% |
| YTD | -39.2% | +35.6% | -74.8% | -45.0% |
| 1Y | -45.3% | +32.8% | -78.1% | -50.3% |
| 3Y | +181.9% | -16.5% | +198.4% | +147.4% |
| All | +181.9% | -16.2% | +198.0% | +147.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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