+180.7%
HIMS vs KEEL
+293.2%
-112.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.5% | -0.3% |
| 7D | -0.7% | +2.9% | -3.6% | -1.2% |
| 30D | -8.2% | +0.8% | -9.1% | -8.5% |
| 3M | -4.7% | -35.3% | +30.6% | +0.1% |
| 6M | +6.3% | +59.4% | -53.1% | -1.1% |
| YTD | -15.3% | +51.9% | -67.2% | -21.4% |
| 1Y | -46.9% | +75.0% | -121.9% | -52.3% |
| 3Y | +321.3% | +224.5% | +96.7% | +239.5% |
| 5Y | +215.8% | -35.9% | +251.8% | +167.4% |
| All | +180.7% | +293.2% | -112.5% | +125.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling