+30.9%
QCOM vs HIMS
+237.9%
-207.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +3.3% | -3.9% | +7.2% | +4.0% |
| 30D | +7.7% | -12.4% | +20.1% | +9.4% |
| 3M | -30.1% | -1.1% | -29.0% | -30.8% |
| 6M | +22.8% | +68.4% | -45.6% | +9.9% |
| YTD | +0.2% | -14.7% | +14.9% | -1.1% |
| 1Y | +7.9% | -42.4% | +50.3% | +11.7% |
| 3Y | +55.8% | +304.5% | -248.7% | -12.5% |
| All | +30.9% | +237.9% | -207.1% | -34.2% |
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