+180.7%
HIMS vs QID
-97.0%
+277.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.0% | -0.7% |
| 7D | -0.7% | +1.3% | -2.0% | 0.0% |
| 30D | -8.2% | +2.9% | -11.2% | -6.5% |
| 3M | -4.7% | -0.7% | -4.0% | -2.4% |
| 6M | +6.3% | -29.7% | +36.0% | -5.4% |
| YTD | -15.3% | -27.9% | +12.6% | -22.9% |
| 1Y | -46.9% | -34.6% | -12.3% | -52.9% |
| 3Y | +321.3% | -73.5% | +394.8% | +203.0% |
| 5Y | +215.8% | -81.0% | +296.9% | +128.4% |
| All | +180.7% | -97.0% | +277.7% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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