-42.4%
HIMS vs KHC
-3.0%
-39.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -1.0% |
| 7D | -3.9% | -3.3% | -0.6% | -4.7% |
| 30D | -12.4% | -3.4% | -9.0% | -13.5% |
| 3M | -1.1% | +12.6% | -13.7% | +2.6% |
| 6M | +68.4% | +7.0% | +61.4% | +71.0% |
| YTD | -14.7% | +6.1% | -20.7% | -13.4% |
| 1Y | -42.4% | -3.1% | -39.3% | -43.6% |
| All | -42.4% | -3.0% | -39.4% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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