+222.2%
HIMS vs KMB
-8.4%
+230.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.6% |
| 7D | -3.9% | -3.0% | -0.9% | -4.2% |
| 30D | -12.4% | -5.5% | -7.0% | -13.0% |
| 3M | -1.1% | +14.0% | -15.1% | +0.1% |
| 6M | +68.4% | +4.1% | +64.4% | +69.2% |
| YTD | -14.7% | +8.0% | -22.7% | -14.2% |
| 1Y | -42.4% | -13.7% | -28.7% | -42.2% |
| 3Y | +304.5% | -5.9% | +310.5% | +292.1% |
| All | +222.2% | -8.4% | +230.6% | +193.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling