-37.7%
HIMS vs EXR
+28.1%
-65.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.7% | +3.9% |
| 7D | -9.1% | +11.3% | -20.3% | -8.5% |
| 30D | -10.1% | +21.2% | -31.3% | -9.2% |
| 3M | -17.1% | +8.7% | -25.8% | -17.0% |
| 6M | -2.2% | +18.2% | -20.4% | -3.6% |
| YTD | -17.9% | +27.9% | -45.8% | -18.9% |
| 1Y | -37.7% | +28.3% | -66.0% | -37.9% |
| All | -37.7% | +28.1% | -65.7% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 1y: compounded portfolio wealth divided by compounded EXR 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…
1y analysis · Full analysis span regression · 6 months rolling