+95.2%
HIMS vs KDP
+63.5%
+31.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.8% | -18.4% | -16.6% |
| 7D | -25.6% | +8.2% | -33.8% | -25.7% |
| 30D | -38.1% | +18.4% | -56.5% | -38.3% |
| 3M | -39.8% | +29.2% | -69.0% | -40.2% |
| 6M | -32.3% | +32.3% | -64.6% | -33.0% |
| YTD | -41.1% | +38.5% | -79.6% | -41.9% |
| 1Y | -53.4% | +48.5% | -101.9% | -54.4% |
| 3Y | +180.9% | +32.5% | +148.4% | +175.6% |
| 5Y | +138.5% | +19.7% | +118.9% | +138.8% |
| All | +95.2% | +63.5% | +31.7% | +94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling