+180.0%
HIMS vs KEYS
+228.8%
-48.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.7% |
| 7D | -1.4% | +0.9% | -2.3% | -1.9% |
| 30D | -10.1% | -5.3% | -4.8% | -7.8% |
| 3M | -1.2% | +0.5% | -1.7% | -3.0% |
| 6M | +16.9% | +14.0% | +2.9% | +6.2% |
| YTD | -15.5% | +60.3% | -75.8% | -38.6% |
| 1Y | -42.6% | +91.3% | -133.9% | -62.7% |
| 3Y | +320.2% | +146.1% | +174.1% | +148.6% |
| 5Y | +215.0% | +80.8% | +134.3% | +106.4% |
| All | +180.0% | +228.8% | -48.8% | +74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling