+134.1%
HIMS vs KEY
+63.6%
+70.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.7% | -14.5% | -12.5% |
| 7D | -9.1% | -0.4% | -8.7% | -9.1% |
| 30D | -25.8% | +7.2% | -33.0% | -27.3% |
| 3M | -27.4% | -4.9% | -22.5% | -26.6% |
| 6M | -18.9% | +1.1% | -19.9% | -19.4% |
| YTD | -29.4% | +6.8% | -36.2% | -30.9% |
| 1Y | -44.1% | +23.3% | -67.4% | -47.5% |
| 3Y | +246.0% | +126.1% | +119.9% | +189.8% |
| 5Y | +177.1% | +15.2% | +161.9% | +152.2% |
| All | +134.1% | +63.6% | +70.5% | +104.3% |
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