+159.6%
QCOM vs HIMS
+188.0%
-28.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +2.9% |
| 7D | +5.1% | -0.9% | +6.0% | +5.2% |
| 30D | +4.3% | -10.8% | +15.1% | +5.6% |
| 3M | -19.6% | +3.7% | -23.3% | -21.0% |
| 6M | +29.5% | +79.0% | -49.5% | +15.8% |
| YTD | +3.4% | -13.2% | +16.6% | +1.9% |
| 1Y | +10.9% | -43.3% | +54.2% | +14.8% |
| 3Y | +74.8% | +331.4% | -256.6% | +9.5% |
| 5Y | +36.2% | +230.2% | -194.1% | -18.4% |
| All | +159.6% | +188.0% | -28.5% | +14.7% |
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