+274.7%
IONQ vs HIMS
+82.4%
+192.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.9% |
| 7D | +7.1% | -0.9% | +8.1% | +7.4% |
| 30D | -8.9% | -10.8% | +1.9% | -6.0% |
| 3M | -35.6% | +3.7% | -39.2% | -37.3% |
| 6M | +13.3% | +79.0% | -65.7% | -8.9% |
| YTD | -9.8% | -13.2% | +3.4% | -11.1% |
| 1Y | -1.3% | -43.3% | +41.9% | +9.1% |
| 3Y | +109.3% | +331.4% | -222.1% | -2.5% |
| 5Y | +304.7% | +230.2% | +74.5% | +69.9% |
| All | +274.7% | +82.4% | +192.3% | +56.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling