+184.7%
HIMS vs KMB
-3.3%
+188.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.2% | -1.5% |
| 7D | -2.7% | -8.6% | +5.9% | -3.8% |
| 30D | -12.2% | -7.5% | -4.6% | -13.0% |
| 3M | -3.7% | -0.6% | -3.1% | -3.7% |
| 6M | +25.9% | -1.5% | +27.5% | +25.9% |
| YTD | -14.1% | +1.6% | -15.7% | -13.7% |
| 1Y | -41.6% | -20.8% | -20.8% | -42.5% |
| 3Y | +327.3% | -12.4% | +339.7% | +321.8% |
| 5Y | +207.9% | -12.9% | +220.9% | +203.1% |
| All | +184.7% | -3.3% | +188.0% | +180.6% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling