+177.1%
HIMS vs EXR
-0.5%
+177.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.6% | -12.4% | -12.0% |
| 7D | -9.1% | +2.7% | -11.8% | -10.1% |
| 30D | -25.8% | +18.9% | -44.8% | -31.0% |
| 3M | -27.4% | +8.4% | -35.7% | -29.9% |
| 6M | -18.9% | +14.3% | -33.2% | -24.2% |
| YTD | -29.4% | +27.2% | -56.6% | -37.4% |
| 1Y | -44.1% | +25.9% | -70.0% | -50.4% |
| 3Y | +246.0% | +54.6% | +191.4% | +162.3% |
| 5Y | +177.1% | -0.6% | +177.7% | +152.3% |
| All | +177.1% | -0.5% | +177.5% | +152.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling