-42.4%
HIMS vs KMB
-14.3%
-28.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | -1.1% |
| 7D | -3.9% | -4.2% | +0.3% | -5.0% |
| 30D | -12.4% | -6.6% | -5.9% | -14.2% |
| 3M | -1.1% | +12.6% | -13.7% | +2.6% |
| 6M | +68.4% | +2.9% | +65.6% | +69.0% |
| YTD | -14.7% | +6.8% | -21.4% | -13.7% |
| 1Y | -42.4% | -14.8% | -27.6% | -42.0% |
| All | -42.4% | -14.3% | -28.1% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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