+224.9%
HIMS vs EXR
-10.8%
+235.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.1% |
| 7D | -3.9% | -2.6% | -1.4% | -2.9% |
| 30D | -12.4% | -7.2% | -5.3% | -9.8% |
| 3M | -1.1% | -3.5% | +2.4% | -0.4% |
| 6M | +68.4% | -5.3% | +73.7% | +70.6% |
| YTD | -14.7% | +9.4% | -24.0% | -19.4% |
| 1Y | -42.4% | +1.3% | -43.7% | -43.7% |
| 3Y | +304.5% | +22.4% | +282.1% | +242.2% |
| All | +224.9% | -10.8% | +235.6% | +177.7% |
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