+101.3%
HIMS vs KDP
+54.1%
+47.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -7.4% | +2.2% | -5.1% |
| 7D | -18.0% | -4.0% | -14.0% | -17.9% |
| 30D | -33.6% | +8.5% | -42.0% | -33.7% |
| 3M | -34.2% | +20.7% | -54.9% | -34.5% |
| 6M | -21.2% | +23.2% | -44.4% | -21.8% |
| YTD | -39.2% | +30.5% | -69.7% | -40.0% |
| 1Y | -49.4% | +35.9% | -85.3% | -50.3% |
| 3Y | +189.7% | +24.8% | +164.9% | +184.6% |
| 5Y | +166.6% | +13.4% | +153.2% | +167.3% |
| All | +101.3% | +54.1% | +47.3% | +100.7% |
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