+184.7%
HIMS vs KEEL
+308.6%
-123.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | -2.7% | +19.3% | -22.0% | -5.2% |
| 30D | -12.2% | +9.1% | -21.3% | -13.4% |
| 3M | -3.7% | -31.5% | +27.8% | +0.5% |
| 6M | +25.9% | +75.8% | -49.9% | +15.7% |
| YTD | -14.1% | +57.9% | -71.9% | -20.7% |
| 1Y | -41.6% | +133.3% | -175.0% | -49.4% |
| 3Y | +327.3% | +204.1% | +123.2% | +245.5% |
| 5Y | +207.9% | -37.5% | +245.5% | +160.0% |
| All | +184.7% | +308.6% | -123.9% | +127.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling