-37.7%
HIMS vs KEEL
-45.0%
+7.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.1% | +7.8% | +5.1% |
| 7D | -9.1% | -13.6% | +4.5% | -5.1% |
| 30D | -10.1% | -39.1% | +29.0% | +4.6% |
| 3M | -17.1% | -48.9% | +31.8% | +0.4% |
| 6M | -2.2% | -35.4% | +33.1% | +7.6% |
| YTD | -17.9% | -10.6% | -7.3% | -20.6% |
| 1Y | -37.7% | -45.3% | +7.6% | -28.6% |
| All | -37.7% | -45.0% | +7.3% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 1y: compounded portfolio wealth divided by compounded KEEL 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…
1y analysis · Full analysis span regression · 6 months rolling