-42.4%
HIMS vs KEYS
+98.0%
-140.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -1.0% |
| 7D | -3.9% | +2.3% | -6.2% | -4.8% |
| 30D | -12.4% | -2.6% | -9.8% | -12.0% |
| 3M | -1.1% | -4.6% | +3.6% | -0.9% |
| 6M | +68.4% | +8.7% | +59.7% | +56.6% |
| YTD | -14.7% | +61.0% | -75.7% | -34.8% |
| 1Y | -42.4% | +96.0% | -138.4% | -63.0% |
| All | -42.4% | +98.0% | -140.4% | -63.0% |
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