+182.8%
HIMS vs EXR
+55.0%
+127.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | -3.9% | -2.6% | -1.4% | -3.2% |
| 30D | -12.4% | -7.2% | -5.3% | -10.6% |
| 3M | -1.1% | -3.5% | +2.4% | -0.6% |
| 6M | +68.4% | -5.3% | +73.7% | +70.0% |
| YTD | -14.7% | +9.4% | -24.0% | -17.7% |
| 1Y | -42.4% | +1.3% | -43.7% | -43.2% |
| 3Y | +304.5% | +22.4% | +282.1% | +268.5% |
| 5Y | +237.5% | -12.2% | +249.7% | +233.9% |
| All | +182.8% | +55.0% | +127.8% | +172.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling