+321.3%
HIMS vs KWEB
-2.3%
+323.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.1% |
| 7D | -0.7% | -5.6% | +4.8% | +2.0% |
| 30D | -8.2% | -10.7% | +2.5% | -3.0% |
| 3M | -4.7% | -7.4% | +2.7% | -1.1% |
| 6M | +6.3% | -19.3% | +25.6% | +17.7% |
| YTD | -15.3% | -27.8% | +12.5% | -1.6% |
| 1Y | -46.9% | -35.9% | -10.9% | -35.4% |
| 3Y | +321.3% | -1.9% | +323.2% | +306.1% |
| All | +321.3% | -2.3% | +323.6% | +306.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling