+146.6%
QCOM vs HIMS
+165.8%
-19.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.1% | -2.5% | +4.3% |
| 7D | +0.4% | -6.1% | +6.4% | +1.3% |
| 30D | -6.6% | -12.0% | +5.4% | -4.9% |
| 3M | +3.7% | -12.3% | +16.0% | +5.2% |
| 6M | -13.3% | -3.3% | -10.0% | -14.1% |
| YTD | -1.8% | -19.9% | +18.1% | -2.2% |
| 1Y | -2.5% | -37.4% | +34.9% | +0.3% |
| 3Y | +47.0% | +314.0% | -267.0% | -7.5% |
| 5Y | +13.1% | +212.1% | -199.0% | -31.5% |
| All | +146.6% | +165.8% | -19.2% | +10.1% |
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