+95.2%
HIMS vs KMB
+8.5%
+86.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.0% | -15.6% | -16.7% |
| 7D | -25.6% | +6.0% | -31.6% | -25.0% |
| 30D | -38.1% | +13.5% | -51.6% | -37.2% |
| 3M | -39.8% | +3.8% | -43.6% | -39.5% |
| 6M | -32.3% | +15.6% | -47.9% | -30.9% |
| YTD | -41.1% | +14.0% | -55.1% | -40.0% |
| 1Y | -53.4% | +12.9% | -66.3% | -52.6% |
| 3Y | +180.9% | +3.7% | +177.2% | +181.5% |
| 5Y | +138.5% | -0.1% | +138.6% | +138.9% |
| All | +95.2% | +8.5% | +86.7% | +95.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling