+134.1%
HIMS vs QLD
+536.1%
-402.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +6.8% | -18.6% | -15.3% |
| 7D | -9.1% | -1.4% | -7.7% | -8.9% |
| 30D | -25.8% | -19.6% | -6.2% | -17.4% |
| 3M | -27.4% | -14.1% | -13.2% | -21.7% |
| 6M | -18.9% | -13.6% | -5.2% | -12.7% |
| YTD | -29.4% | +12.5% | -41.9% | -32.9% |
| 1Y | -44.1% | +13.1% | -57.2% | -46.9% |
| 3Y | +246.0% | +154.7% | +91.3% | +140.8% |
| 5Y | +177.1% | +81.1% | +96.0% | +97.0% |
| All | +134.1% | +536.1% | -402.0% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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