+197.3%
HIMS vs QLD
+154.4%
+42.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.6% | +4.1% | +4.7% |
| 7D | -21.9% | -1.2% | -20.8% | -21.8% |
| 30D | -32.1% | -15.7% | -16.4% | -21.8% |
| 3M | -31.8% | -10.0% | -21.8% | -25.9% |
| 6M | -28.6% | -11.2% | -17.4% | -22.2% |
| YTD | -35.9% | +16.4% | -52.3% | -45.0% |
| 1Y | -47.6% | +12.7% | -60.3% | -53.8% |
| All | +197.3% | +154.4% | +42.9% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling