+191.0%
IONQ vs HIMS
+293.3%
-102.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +8.1% | +15.4% | +21.1% |
| 7D | +8.6% | -6.1% | +14.7% | +11.0% |
| 30D | -21.1% | -12.0% | -9.1% | -17.7% |
| 3M | -17.9% | -12.3% | -5.5% | -14.5% |
| 6M | -37.9% | -3.3% | -34.7% | -38.1% |
| YTD | -27.3% | -19.9% | -7.4% | -25.9% |
| 1Y | -43.2% | -37.4% | -5.8% | -37.9% |
| 3Y | +191.0% | +314.0% | -123.0% | +58.6% |
| All | +191.0% | +293.3% | -102.4% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling