+182.8%
HIMS vs KHC
+20.6%
+162.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | -3.9% | -1.8% | -2.2% | -4.0% |
| 30D | -12.4% | -1.9% | -10.6% | -12.6% |
| 3M | -1.1% | +14.4% | -15.5% | -0.1% |
| 6M | +68.4% | +8.7% | +59.7% | +69.6% |
| YTD | -14.7% | +7.8% | -22.4% | -14.0% |
| 1Y | -42.4% | -1.5% | -40.9% | -42.2% |
| 3Y | +304.5% | -9.9% | +314.4% | +304.8% |
| 5Y | +237.5% | -10.7% | +248.2% | +240.2% |
| All | +182.8% | +20.6% | +162.2% | +180.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling