+230.2%
HIMS vs EXR
-10.8%
+241.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.7% | +1.7% |
| 7D | -0.9% | -0.7% | -0.3% | -0.7% |
| 30D | -10.8% | -6.9% | -3.9% | -8.2% |
| 3M | +3.7% | -3.0% | +6.7% | +4.1% |
| 6M | +79.0% | -2.9% | +81.9% | +79.3% |
| YTD | -13.2% | +9.3% | -22.5% | -18.0% |
| 1Y | -43.3% | -0.9% | -42.3% | -43.9% |
| 3Y | +331.4% | +24.7% | +306.7% | +261.2% |
| 5Y | +230.2% | -11.7% | +241.9% | +182.3% |
| All | +230.2% | -10.8% | +241.1% | +182.3% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling