+101.3%
HIMS vs EXR
+78.5%
+22.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -24.1% | -0.4% | -23.7% | -24.0% |
| 30D | -28.8% | +18.2% | -47.0% | -32.1% |
| 3M | -31.4% | +7.3% | -38.8% | -32.9% |
| 6M | -18.3% | +13.8% | -32.1% | -21.9% |
| YTD | -39.2% | +25.9% | -65.2% | -43.8% |
| 1Y | -45.3% | +25.8% | -71.1% | -49.4% |
| 3Y | +181.9% | +53.7% | +128.1% | +141.1% |
| 5Y | +166.6% | -1.8% | +168.4% | +154.0% |
| All | +101.3% | +78.5% | +22.8% | +86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling