+14.1%
QCOM vs HIMS
+160.3%
-146.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +4.3% | -24.1% | +28.4% | +8.3% |
| 30D | -0.1% | -28.8% | +28.7% | +4.9% |
| 3M | +5.2% | -31.4% | +36.7% | +10.4% |
| 6M | -18.4% | -18.3% | -0.1% | -17.6% |
| YTD | +2.4% | -39.2% | +41.6% | +5.9% |
| 1Y | +0.9% | -45.3% | +46.2% | +5.8% |
| 3Y | +48.4% | +181.9% | -133.5% | -13.0% |
| All | +14.1% | +160.3% | -146.2% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling