+222.2%
HIMS vs KDP
+6.0%
+216.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -3.9% | +1.3% | -5.2% | -4.0% |
| 30D | -12.4% | +6.0% | -18.4% | -12.9% |
| 3M | -1.1% | +9.2% | -10.3% | -2.3% |
| 6M | +68.4% | +14.7% | +53.8% | +64.9% |
| YTD | -14.7% | +19.2% | -33.9% | -17.3% |
| 1Y | -42.4% | +15.2% | -57.6% | -43.8% |
| 3Y | +304.5% | +6.0% | +298.6% | +294.1% |
| All | +222.2% | +6.0% | +216.2% | +208.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling