+101.3%
HIMS vs KEY
+63.9%
+37.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -24.1% | +2.9% | -27.0% | -24.8% |
| 30D | -28.8% | +8.4% | -37.3% | -30.5% |
| 3M | -31.4% | -5.8% | -25.7% | -30.4% |
| 6M | -18.3% | +5.4% | -23.7% | -19.8% |
| YTD | -39.2% | +7.1% | -46.3% | -40.6% |
| 1Y | -45.3% | +26.8% | -72.1% | -49.0% |
| 3Y | +181.9% | +128.7% | +53.2% | +135.6% |
| 5Y | +166.6% | +13.6% | +153.0% | +143.0% |
| All | +101.3% | +63.9% | +37.4% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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