+187.4%
HIMS vs IQV
+73.1%
+114.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | +2.9% |
| 7D | -0.9% | +0.3% | -1.3% | -1.2% |
| 30D | -10.8% | +8.6% | -19.4% | -13.6% |
| 3M | +3.7% | +41.1% | -37.4% | -10.8% |
| 6M | +79.0% | +48.6% | +30.4% | +49.9% |
| YTD | -13.2% | +15.0% | -28.2% | -19.9% |
| 1Y | -43.3% | +38.1% | -81.4% | -52.0% |
| 3Y | +331.4% | +21.4% | +310.0% | +280.4% |
| 5Y | +230.2% | -1.0% | +231.3% | +200.8% |
| All | +187.4% | +73.1% | +114.3% | +147.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling