+165.3%
HIMS vs QLD
+495.6%
-330.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.5% | +5.5% | +6.7% |
| 7D | -6.1% | -10.3% | +4.2% | -0.4% |
| 30D | -12.0% | -26.1% | +14.1% | +3.1% |
| 3M | -12.3% | -17.8% | +5.4% | -2.6% |
| 6M | -3.3% | -15.6% | +12.3% | +6.3% |
| YTD | -19.9% | +5.4% | -25.3% | -20.8% |
| 1Y | -37.4% | +5.2% | -42.6% | -37.9% |
| 3Y | +314.0% | +139.4% | +174.6% | +199.9% |
| 5Y | +212.1% | +66.7% | +145.4% | +131.6% |
| All | +165.3% | +495.6% | -330.3% | +80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling