+331.4%
HIMS vs KHC
-9.9%
+341.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -0.9% | -2.2% | +1.3% | -1.3% |
| 30D | -10.8% | -0.1% | -10.7% | -10.8% |
| 3M | +3.7% | +8.3% | -4.7% | +4.9% |
| 6M | +79.0% | +5.0% | +74.0% | +80.6% |
| YTD | -13.2% | +8.0% | -21.2% | -11.9% |
| 1Y | -43.3% | -1.1% | -42.2% | -42.8% |
| 3Y | +331.4% | -10.7% | +342.1% | +321.1% |
| All | +331.4% | -9.9% | +341.3% | +321.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling