+215.0%
HIMS vs QID
-80.2%
+295.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.3% | -4.0% | +0.1% |
| 7D | -1.4% | +2.7% | -4.1% | +0.7% |
| 30D | -10.1% | +3.3% | -13.4% | -7.4% |
| 3M | -1.2% | -5.5% | +4.3% | -1.5% |
| 6M | +16.9% | -28.4% | +45.3% | -1.4% |
| YTD | -15.5% | -26.6% | +11.1% | -26.4% |
| 1Y | -42.6% | -34.1% | -8.4% | -52.4% |
| 3Y | +320.2% | -73.7% | +393.9% | +140.4% |
| 5Y | +215.0% | -80.7% | +295.7% | +110.1% |
| All | +215.0% | -80.2% | +295.2% | +110.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling