+180.0%
HIMS vs KHC
+18.4%
+161.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.7% |
| 7D | -1.4% | -2.5% | +1.2% | -1.5% |
| 30D | -10.1% | +0.5% | -10.6% | -10.0% |
| 3M | -1.2% | +3.0% | -4.3% | -1.0% |
| 6M | +16.9% | +6.6% | +10.3% | +17.5% |
| YTD | -15.5% | +5.8% | -21.3% | -15.0% |
| 1Y | -42.6% | -2.2% | -40.4% | -42.4% |
| 3Y | +320.2% | -12.5% | +332.8% | +319.8% |
| 5Y | +215.0% | -13.6% | +228.6% | +216.8% |
| All | +180.0% | +18.4% | +161.6% | +176.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling