+93.9%
QQQ vs HIMS
+202.2%
-108.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -0.9% |
| 7D | -1.3% | -1.4% | +0.1% | -1.1% |
| 30D | -1.4% | -10.1% | +8.7% | -0.5% |
| 3M | +2.3% | -1.2% | +3.5% | +1.4% |
| 6M | +16.9% | +16.9% | 0.0% | +12.5% |
| YTD | +15.6% | -15.5% | +31.1% | +14.2% |
| 1Y | +22.6% | -42.6% | +65.2% | +25.6% |
| 3Y | +93.5% | +320.2% | -226.7% | +24.2% |
| 5Y | +93.9% | +215.0% | -121.1% | +15.4% |
| All | +93.9% | +202.2% | -108.3% | +15.4% |
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