+10.9%
QCOM vs HIMS
-42.7%
+53.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +3.0% |
| 7D | +5.1% | -0.9% | +6.0% | +5.2% |
| 30D | +4.3% | -10.8% | +15.1% | +5.5% |
| 3M | -19.6% | +3.7% | -23.3% | -20.6% |
| 6M | +29.5% | +79.0% | -49.5% | +21.9% |
| YTD | +3.4% | -13.2% | +16.6% | +4.5% |
| 1Y | +10.9% | -43.3% | +54.2% | +16.9% |
| All | +10.9% | -42.7% | +53.6% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling