+95.2%
HIMS vs EXR
+79.0%
+16.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.8% | -15.9% | -16.4% |
| 7D | -25.6% | +1.7% | -27.3% | -25.9% |
| 30D | -38.1% | +18.0% | -56.2% | -41.0% |
| 3M | -39.8% | +9.7% | -49.4% | -41.4% |
| 6M | -32.3% | +13.4% | -45.8% | -35.2% |
| YTD | -41.1% | +26.3% | -67.4% | -45.5% |
| 1Y | -53.4% | +27.6% | -81.0% | -57.1% |
| 3Y | +180.9% | +52.2% | +128.7% | +140.9% |
| 5Y | +138.5% | -1.1% | +139.6% | +127.0% |
| All | +95.2% | +79.0% | +16.2% | +80.6% |
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