+180.7%
HIMS vs KMX
-29.3%
+210.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.1% | -0.1% |
| 7D | -0.7% | -3.1% | +2.4% | +0.2% |
| 30D | -8.2% | +4.4% | -12.7% | -9.5% |
| 3M | -4.7% | +18.9% | -23.6% | -10.0% |
| 6M | +6.3% | +44.3% | -38.0% | -5.7% |
| YTD | -15.3% | +58.7% | -74.0% | -27.5% |
| 1Y | -46.9% | +0.1% | -47.0% | -48.9% |
| 3Y | +321.3% | -24.4% | +345.7% | +340.9% |
| 5Y | +215.8% | -54.4% | +270.3% | +242.7% |
| All | +180.7% | -29.3% | +210.0% | +202.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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