+125.3%
HIMS vs SOXQ
+286.7%
-161.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -1.2% |
| 7D | -0.7% | +0.8% | -1.5% | -1.4% |
| 30D | -8.2% | -4.6% | -3.6% | -4.6% |
| 3M | -4.7% | -10.2% | +5.4% | +1.9% |
| 6M | +6.3% | +49.7% | -43.4% | -28.0% |
| YTD | -15.3% | +67.2% | -82.5% | -47.9% |
| 1Y | -46.9% | +98.0% | -144.9% | -71.7% |
| 3Y | +321.3% | +237.2% | +84.1% | +40.8% |
| 5Y | +215.8% | +261.3% | -45.4% | +1.1% |
| All | +125.3% | +286.7% | -161.4% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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