-28.6%
HIMS vs Q
-14.3%
-14.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.4% | +6.4% | +8.0% |
| 7D | -21.9% | +6.6% | -28.5% | -23.5% |
| 30D | -32.1% | +2.7% | -34.8% | -32.8% |
| 3M | -31.8% | -8.4% | -23.4% | -30.5% |
| 6M | -28.6% | -17.3% | -11.3% | -28.4% |
| All | -28.6% | -14.3% | -14.3% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 6mo: compounded portfolio wealth divided by compounded Q 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…
6mo analysis · Full analysis span regression · 6 months rolling