+180.7%
HIMS vs QXO
-23.2%
+203.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -0.7% | -7.8% | +7.1% | -0.3% |
| 30D | -8.2% | -18.1% | +9.9% | -7.3% |
| 3M | -4.7% | -25.8% | +21.0% | -3.3% |
| 6M | +6.3% | -41.7% | +48.0% | +9.0% |
| YTD | -15.3% | -36.2% | +20.9% | -13.7% |
| 1Y | -46.9% | -42.1% | -4.8% | -45.7% |
| 3Y | +321.3% | -46.2% | +367.4% | +291.0% |
| 5Y | +215.8% | -70.7% | +286.6% | +191.9% |
| All | +180.7% | -23.2% | +203.9% | +162.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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