+180.0%
HIMS vs QXO
-23.4%
+203.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.5% |
| 7D | -1.4% | -8.7% | +7.3% | -0.9% |
| 30D | -10.1% | -21.0% | +10.9% | -9.0% |
| 3M | -1.2% | -18.4% | +17.2% | -0.2% |
| 6M | +16.9% | -43.0% | +59.9% | +19.9% |
| YTD | -15.5% | -36.3% | +20.8% | -13.9% |
| 1Y | -42.6% | -42.8% | +0.2% | -41.3% |
| 3Y | +320.2% | -45.8% | +366.0% | +289.8% |
| 5Y | +215.0% | -70.8% | +285.8% | +191.2% |
| All | +180.0% | -23.4% | +203.4% | +162.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling