+184.7%
HIMS vs KWEB
-33.4%
+218.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.1% |
| 7D | -2.7% | -3.6% | +0.9% | -1.4% |
| 30D | -12.2% | -14.9% | +2.7% | -6.6% |
| 3M | -3.7% | -5.4% | +1.7% | -1.7% |
| 6M | +25.9% | -18.9% | +44.8% | +36.3% |
| YTD | -14.1% | -27.2% | +13.2% | -3.0% |
| 1Y | -41.6% | -34.2% | -7.4% | -31.6% |
| 3Y | +327.3% | +0.6% | +326.6% | +317.7% |
| 5Y | +207.9% | -43.5% | +251.4% | +241.9% |
| All | +184.7% | -33.4% | +218.1% | +231.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling