+184.7%
HIMS vs KDP
+38.5%
+146.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | -0.9% |
| 7D | -2.7% | -1.6% | -1.2% | -2.7% |
| 30D | -12.2% | +9.5% | -21.7% | -12.4% |
| 3M | -3.7% | +2.6% | -6.4% | -3.8% |
| 6M | +25.9% | +15.6% | +10.3% | +24.8% |
| YTD | -14.1% | +17.3% | -31.4% | -15.0% |
| 1Y | -41.6% | +20.1% | -61.7% | -42.4% |
| 3Y | +327.3% | +4.9% | +322.4% | +324.1% |
| 5Y | +207.9% | +5.0% | +203.0% | +209.6% |
| All | +184.7% | +38.5% | +146.2% | +184.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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