+227.2%
IONQ vs HIMS
+48.6%
+178.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -11.8% | +20.1% | +11.9% |
| 7D | +25.5% | -9.1% | +34.6% | +29.0% |
| 30D | -11.4% | -25.8% | +14.4% | -2.9% |
| 3M | -20.5% | -27.4% | +6.9% | -12.8% |
| 6M | -28.2% | -18.9% | -9.4% | -25.1% |
| YTD | -21.2% | -29.4% | +8.1% | -17.5% |
| 1Y | -40.4% | -44.1% | +3.7% | -32.6% |
| 3Y | +214.7% | +246.0% | -31.3% | +56.7% |
| 5Y | +56.9% | +177.1% | -120.2% | -29.9% |
| All | +227.2% | +48.6% | +178.6% | +45.3% |
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