+1,262.3%
KLAC vs HIMS
+188.0%
+1,074.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.2% | +1.6% |
| 7D | +10.6% | -0.9% | +11.5% | +10.7% |
| 30D | -4.5% | -10.8% | +6.3% | -3.2% |
| 3M | -10.3% | +3.7% | -13.9% | -12.0% |
| 6M | +40.9% | +79.0% | -38.1% | +24.1% |
| YTD | +56.1% | -13.2% | +69.3% | +53.5% |
| 1Y | +109.0% | -43.3% | +152.3% | +117.6% |
| 3Y | +288.8% | +331.4% | -42.6% | +138.6% |
| 5Y | +489.1% | +230.2% | +258.9% | +244.8% |
| All | +1,262.3% | +188.0% | +1,074.3% | +460.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded HIMS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling