+314.0%
HIMS vs KEY
+106.2%
+207.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.5% | +8.6% | +8.4% |
| 7D | -6.1% | -1.3% | -4.8% | -5.2% |
| 30D | -12.0% | +5.1% | -17.1% | -15.1% |
| 3M | -12.3% | -7.1% | -5.2% | -8.1% |
| 6M | -3.3% | -4.4% | +1.1% | -1.1% |
| YTD | -19.9% | +4.0% | -23.9% | -23.4% |
| 1Y | -37.4% | +23.4% | -60.8% | -47.7% |
| 3Y | +314.0% | +113.9% | +200.1% | +175.2% |
| All | +314.0% | +106.2% | +207.8% | +175.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling