+14.6%
QCOM vs HIMS
+166.7%
-152.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -11.8% | +15.4% | +5.5% |
| 7D | +5.8% | -9.1% | +14.9% | +7.3% |
| 30D | -2.3% | -25.8% | +23.5% | +2.2% |
| 3M | +2.7% | -27.4% | +30.1% | +7.2% |
| 6M | -21.0% | -18.9% | -2.2% | -19.8% |
| YTD | +1.8% | -29.4% | +31.2% | +3.2% |
| 1Y | +2.4% | -44.1% | +46.5% | +7.4% |
| 3Y | +52.1% | +246.0% | -193.9% | -13.7% |
| 5Y | +14.6% | +177.1% | -162.4% | -40.8% |
| All | +14.6% | +166.7% | -152.1% | -40.8% |
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