+182.8%
HIMS vs QLD
+628.6%
-445.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | -3.9% | +0.6% | -4.5% | -4.2% |
| 30D | -12.4% | -0.1% | -12.3% | -12.3% |
| 3M | -1.1% | -8.4% | +7.3% | +3.6% |
| 6M | +68.4% | +32.2% | +36.2% | +48.2% |
| YTD | -14.7% | +28.9% | -43.6% | -24.1% |
| 1Y | -42.4% | +43.8% | -86.2% | -51.2% |
| 3Y | +304.5% | +176.6% | +127.9% | +168.3% |
| 5Y | +237.5% | +121.6% | +115.9% | +122.7% |
| All | +182.8% | +628.6% | -445.8% | +73.1% |
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 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