+321.3%
HIMS vs KEYS
+154.3%
+167.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.7% | -2.6% |
| 7D | -0.7% | +3.5% | -4.2% | -3.2% |
| 30D | -8.2% | -4.5% | -3.7% | -5.7% |
| 3M | -4.7% | -0.4% | -4.3% | -6.8% |
| 6M | +6.3% | +19.1% | -12.8% | -10.8% |
| YTD | -15.3% | +66.7% | -81.9% | -49.2% |
| 1Y | -46.9% | +96.5% | -143.3% | -73.3% |
| 3Y | +321.3% | +155.2% | +166.1% | +61.6% |
| All | +321.3% | +154.3% | +167.0% | +61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling