+155.3%
HIMS vs QS
-47.4%
+202.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.5% |
| 7D | -1.4% | -5.0% | +3.6% | -0.5% |
| 30D | -10.1% | -18.3% | +8.2% | -6.4% |
| 3M | -1.2% | -26.0% | +24.8% | +4.7% |
| 6M | +16.9% | -24.0% | +41.0% | +23.0% |
| YTD | -15.5% | -50.3% | +34.8% | -5.0% |
| 1Y | -42.6% | -38.0% | -4.6% | -38.5% |
| 3Y | +320.2% | -24.6% | +344.8% | +298.2% |
| 5Y | +215.0% | -75.4% | +290.5% | +225.9% |
| All | +155.3% | -47.4% | +202.7% | +161.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling