+321.3%
HIMS vs KEEL
+197.5%
+123.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.5% | -0.8% |
| 7D | -0.7% | +2.9% | -3.6% | -1.6% |
| 30D | -8.2% | +0.8% | -9.1% | -8.9% |
| 3M | -4.7% | -35.3% | +30.6% | +4.4% |
| 6M | +6.3% | +59.4% | -53.1% | -8.7% |
| YTD | -15.3% | +51.9% | -67.2% | -27.8% |
| 1Y | -46.9% | +75.0% | -121.9% | -58.0% |
| 3Y | +321.3% | +224.5% | +96.7% | +184.1% |
| All | +321.3% | +197.5% | +123.8% | +184.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling