+182.8%
HIMS vs QID
-97.0%
+279.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.6% |
| 7D | -3.9% | -0.6% | -3.3% | -4.2% |
| 30D | -12.4% | 0.0% | -12.4% | -12.1% |
| 3M | -1.1% | +3.7% | -4.8% | +4.3% |
| 6M | +68.4% | -29.9% | +98.3% | +50.1% |
| YTD | -14.7% | -28.8% | +14.1% | -22.9% |
| 1Y | -42.4% | -37.2% | -5.2% | -49.9% |
| 3Y | +304.5% | -73.7% | +378.2% | +189.6% |
| 5Y | +237.5% | -80.7% | +318.3% | +143.1% |
| All | +182.8% | -97.0% | +279.8% | +88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling