-37.7%
HIMS vs KEYS
+55.9%
-93.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.3% | +10.0% | +5.9% |
| 7D | -9.1% | -14.8% | +5.7% | -3.9% |
| 30D | -10.1% | -25.6% | +15.4% | -0.5% |
| 3M | -17.1% | -16.2% | -0.9% | -12.6% |
| 6M | -2.2% | -18.6% | +16.4% | +2.9% |
| YTD | -17.9% | +40.7% | -58.6% | -32.0% |
| 1Y | -37.7% | +59.6% | -97.3% | -52.2% |
| All | -37.7% | +55.9% | -93.6% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling