+220.3%
HIMS vs KMX
-55.0%
+275.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -2.7% | -1.9% | -0.9% | -2.1% |
| 30D | -12.2% | +2.6% | -14.8% | -13.2% |
| 3M | -3.7% | +25.6% | -29.3% | -13.5% |
| 6M | +25.9% | +41.9% | -16.0% | +6.4% |
| YTD | -14.1% | +56.0% | -70.1% | -31.4% |
| 1Y | -41.6% | -1.8% | -39.8% | -44.1% |
| 3Y | +327.3% | -25.7% | +353.0% | +365.1% |
| All | +220.3% | -55.0% | +275.3% | +338.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling