+152.0%
QQQM vs HIMS
+164.0%
-12.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | -0.6% | -0.7% | +0.2% | -0.5% |
| 30D | -1.2% | -8.2% | +7.0% | -0.6% |
| 3M | -0.1% | -4.7% | +4.6% | -0.5% |
| 6M | +18.0% | +6.3% | +11.7% | +15.2% |
| YTD | +16.7% | -15.3% | +32.0% | +15.4% |
| 1Y | +23.0% | -46.9% | +69.9% | +26.6% |
| 3Y | +93.3% | +321.3% | -227.9% | +39.8% |
| 5Y | +96.3% | +215.8% | -119.6% | +35.7% |
| All | +152.0% | +164.0% | -12.0% | +70.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling