+182.8%
HIMS vs KMX
-27.1%
+209.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | -3.9% | +1.9% | -5.8% | -4.5% |
| 30D | -12.4% | +11.7% | -24.1% | -15.4% |
| 3M | -1.1% | +34.9% | -36.0% | -10.0% |
| 6M | +68.4% | +50.3% | +18.2% | +47.8% |
| YTD | -14.7% | +63.8% | -78.5% | -27.7% |
| 1Y | -42.4% | +3.8% | -46.2% | -45.2% |
| 3Y | +304.5% | -24.3% | +328.8% | +322.5% |
| 5Y | +237.5% | -50.2% | +287.7% | +262.8% |
| All | +182.8% | -27.1% | +209.8% | +201.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling