+1,202.2%
KLAC vs HIMS
+181.3%
+1,020.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | -2.7% | -0.7% | -2.0% | -2.5% |
| 30D | -13.2% | -8.2% | -5.0% | -12.3% |
| 3M | -25.0% | -4.7% | -20.3% | -25.4% |
| 6M | +23.6% | +6.3% | +17.3% | +19.5% |
| YTD | +49.2% | -15.3% | +64.5% | +47.3% |
| 1Y | +89.3% | -46.9% | +136.2% | +99.2% |
| 3Y | +274.4% | +321.3% | -46.9% | +130.6% |
| 5Y | +440.9% | +215.8% | +225.1% | +218.6% |
| All | +1,202.2% | +181.3% | +1,020.9% | +437.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling