+215.0%
HIMS vs QS
-75.8%
+290.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.4% |
| 7D | -1.4% | -5.0% | +3.6% | +0.1% |
| 30D | -10.1% | -18.3% | +8.2% | -4.1% |
| 3M | -1.2% | -26.0% | +24.8% | +8.4% |
| 6M | +16.9% | -24.0% | +41.0% | +26.3% |
| YTD | -15.5% | -50.3% | +34.8% | +1.9% |
| 1Y | -42.6% | -38.0% | -4.6% | -36.8% |
| 3Y | +320.2% | -24.6% | +344.8% | +255.9% |
| 5Y | +215.0% | -75.4% | +290.5% | +244.2% |
| All | +215.0% | -75.8% | +290.9% | +244.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling