+180.7%
HIMS vs KNX
+98.9%
+81.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.8% |
| 7D | -0.7% | -5.6% | +4.9% | +1.2% |
| 30D | -8.2% | -4.4% | -3.8% | -6.9% |
| 3M | -4.7% | -17.3% | +12.6% | +0.6% |
| 6M | +6.3% | +22.6% | -16.3% | -2.4% |
| YTD | -15.3% | +31.1% | -46.4% | -24.6% |
| 1Y | -46.9% | +60.2% | -107.1% | -56.5% |
| 3Y | +321.3% | +35.8% | +285.5% | +264.7% |
| 5Y | +215.8% | +38.9% | +176.9% | +171.5% |
| All | +180.7% | +98.9% | +81.8% | +140.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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