+182.8%
HIMS vs KMB
+2.8%
+179.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.6% |
| 7D | -3.9% | -3.0% | -0.9% | -4.3% |
| 30D | -12.4% | -5.5% | -7.0% | -13.1% |
| 3M | -1.1% | +14.0% | -15.1% | +0.7% |
| 6M | +68.4% | +4.1% | +64.4% | +69.7% |
| YTD | -14.7% | +8.0% | -22.7% | -13.7% |
| 1Y | -42.4% | -13.7% | -28.7% | -42.7% |
| 3Y | +304.5% | -5.9% | +310.5% | +302.5% |
| 5Y | +237.5% | -8.6% | +246.1% | +234.1% |
| All | +182.8% | +2.8% | +179.9% | +180.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling