-42.4%
HIMS vs KWEB
-27.0%
-15.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -2.2% |
| 7D | -3.9% | -1.0% | -2.9% | -3.1% |
| 30D | -12.4% | -8.7% | -3.7% | -4.7% |
| 3M | -1.1% | -4.0% | +2.9% | +2.6% |
| 6M | +68.4% | -13.1% | +81.6% | +92.5% |
| YTD | -14.7% | -23.5% | +8.8% | +7.0% |
| 1Y | -42.4% | -27.2% | -15.2% | -14.1% |
| All | -42.4% | -27.0% | -15.4% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 1y: compounded portfolio wealth divided by compounded KWEB 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…
1y analysis · Full analysis span regression · 6 months rolling