+180.7%
HIMS vs IQV
+74.8%
+105.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | -0.4% |
| 7D | -0.7% | -2.2% | +1.5% | +0.1% |
| 30D | -8.2% | +8.3% | -16.5% | -10.9% |
| 3M | -4.7% | +44.6% | -49.3% | -18.9% |
| 6M | +6.3% | +52.6% | -46.3% | -12.1% |
| YTD | -15.3% | +16.1% | -31.4% | -22.1% |
| 1Y | -46.9% | +37.3% | -84.1% | -54.9% |
| 3Y | +321.3% | +21.6% | +299.7% | +271.1% |
| 5Y | +215.8% | +0.5% | +215.4% | +186.4% |
| All | +180.7% | +74.8% | +105.9% | +140.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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