+157.8%
HIMS vs QS
-44.4%
+202.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.5% |
| 7D | -3.9% | -2.3% | -1.6% | -3.5% |
| 30D | -12.4% | -0.7% | -11.7% | -12.1% |
| 3M | -1.1% | -39.6% | +38.6% | +8.5% |
| 6M | +68.4% | -21.7% | +90.2% | +76.3% |
| YTD | -14.7% | -47.4% | +32.7% | -5.0% |
| 1Y | -42.4% | -28.4% | -14.0% | -40.0% |
| 3Y | +304.5% | -22.6% | +327.1% | +281.1% |
| 5Y | +237.5% | -75.6% | +313.1% | +246.5% |
| All | +157.8% | -44.4% | +202.1% | +161.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling