-44.7%
IONQ vs HIMS
-41.7%
-2.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.7% | -5.2% | -2.9% |
| 7D | -8.9% | -9.1% | +0.2% | -5.5% |
| 30D | -31.3% | -10.1% | -21.1% | -28.3% |
| 3M | -29.2% | -17.1% | -12.1% | -24.3% |
| 6M | -35.4% | -2.2% | -33.2% | -36.7% |
| YTD | -34.2% | -17.9% | -16.3% | -10.3% |
| 1Y | -44.7% | -37.7% | -7.0% | +3.9% |
| All | -44.7% | -41.7% | -2.9% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS 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 1y: compounded portfolio wealth divided by compounded HIMS 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…
1y analysis · Full analysis span regression · 6 months rolling