-99.7%
SQQQ vs HIMS
+181.3%
-281.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.8% | -2.5% |
| 7D | +1.8% | -0.7% | +2.5% | +1.6% |
| 30D | +4.2% | -8.2% | +12.4% | +2.3% |
| 3M | -3.3% | -4.7% | +1.4% | -0.5% |
| 6M | -43.6% | +6.3% | -49.9% | -37.5% |
| YTD | -41.9% | -15.3% | -26.6% | -38.2% |
| 1Y | -50.6% | -46.9% | -3.8% | -53.0% |
| 3Y | -89.3% | +321.3% | -410.6% | -68.2% |
| 5Y | -94.8% | +215.8% | -310.6% | -79.2% |
| All | -99.7% | +181.3% | -281.0% | -97.9% |
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