+202.0%
IONQ vs HIMS
+68.4%
+133.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +8.1% | +15.4% | +20.9% |
| 7D | +8.6% | -6.1% | +14.7% | +11.2% |
| 30D | -21.1% | -12.0% | -9.1% | -17.5% |
| 3M | -17.9% | -12.3% | -5.5% | -14.4% |
| 6M | -37.9% | -3.3% | -34.7% | -38.3% |
| YTD | -27.3% | -19.9% | -7.4% | -26.3% |
| 1Y | -43.2% | -37.4% | -5.8% | -37.7% |
| 3Y | +191.0% | +314.0% | -123.0% | +37.5% |
| 5Y | +69.3% | +212.1% | -142.8% | -26.8% |
| All | +202.0% | +68.4% | +133.6% | +29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling