+331.4%
HIMS vs AVTR
-25.8%
+357.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.2% |
| 7D | -0.9% | +7.4% | -8.3% | -2.7% |
| 30D | -10.8% | +12.2% | -23.0% | -13.1% |
| 3M | +3.7% | +57.4% | -53.7% | -8.8% |
| 6M | +79.0% | +86.7% | -7.7% | +50.3% |
| YTD | -13.2% | +33.1% | -46.3% | -21.4% |
| 1Y | -43.3% | +16.1% | -59.4% | -48.1% |
| 3Y | +331.4% | -24.6% | +356.0% | +317.8% |
| All | +331.4% | -25.8% | +357.2% | +317.8% |
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