+101.3%
HIMS vs KHC
+18.8%
+82.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.9% | -6.1% | -5.1% |
| 7D | -18.0% | -3.3% | -14.7% | -18.2% |
| 30D | -33.6% | +9.1% | -42.7% | -33.1% |
| 3M | -34.2% | +1.4% | -35.6% | -34.0% |
| 6M | -21.2% | +8.4% | -29.5% | -20.6% |
| YTD | -39.2% | +6.2% | -45.4% | -38.8% |
| 1Y | -49.4% | +5.7% | -55.1% | -49.1% |
| 3Y | +189.7% | -12.0% | +201.8% | +189.9% |
| 5Y | +166.6% | -15.3% | +182.0% | +168.2% |
| All | +101.3% | +18.8% | +82.5% | +99.4% |
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