+187.4%
HIMS vs KEY
+66.5%
+121.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.4% | +2.2% |
| 7D | -0.9% | +2.7% | -3.7% | -1.8% |
| 30D | -10.8% | -3.2% | -7.6% | -10.2% |
| 3M | +3.7% | +1.0% | +2.7% | +3.2% |
| 6M | +79.0% | +11.9% | +67.1% | +72.9% |
| YTD | -13.2% | +8.7% | -21.9% | -15.4% |
| 1Y | -43.3% | +18.5% | -61.7% | -46.1% |
| 3Y | +331.4% | +124.0% | +207.4% | +261.2% |
| 5Y | +230.2% | +40.8% | +189.4% | +194.3% |
| All | +187.4% | +66.5% | +121.0% | +149.9% |
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