+181.9%
HIMS vs KEY
+127.6%
+54.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.4% |
| 7D | -24.1% | +2.9% | -27.0% | -25.8% |
| 30D | -28.8% | +8.4% | -37.3% | -32.9% |
| 3M | -31.4% | -5.8% | -25.7% | -29.0% |
| 6M | -18.3% | +5.4% | -23.7% | -22.6% |
| YTD | -39.2% | +7.1% | -46.3% | -43.2% |
| 1Y | -45.3% | +26.8% | -72.1% | -55.2% |
| 3Y | +181.9% | +128.7% | +53.2% | +82.8% |
| All | +181.9% | +127.6% | +54.2% | +82.8% |
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