+162.0%
HIMS vs QS
-43.2%
+205.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.3% |
| 7D | -0.9% | +2.2% | -3.1% | -1.4% |
| 30D | -10.8% | -8.1% | -2.8% | -9.2% |
| 3M | +3.7% | -27.0% | +30.7% | +10.0% |
| 6M | +79.0% | -16.4% | +95.4% | +85.1% |
| YTD | -13.2% | -46.4% | +33.1% | -3.8% |
| 1Y | -43.3% | -41.1% | -2.2% | -38.8% |
| 3Y | +331.4% | -18.6% | +350.0% | +303.1% |
| 5Y | +230.2% | -73.0% | +303.3% | +236.7% |
| All | +162.0% | -43.2% | +205.3% | +164.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded QS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling