+105.2%
TQQQ vs HIMS
+214.8%
-109.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | -1.9% | -0.7% | -1.2% | -1.7% |
| 30D | -4.9% | -8.2% | +3.4% | -3.0% |
| 3M | -6.4% | -4.7% | -1.7% | -7.2% |
| 6M | +44.4% | +6.3% | +38.1% | +35.5% |
| YTD | +35.2% | -15.3% | +50.4% | +31.8% |
| 1Y | +49.5% | -46.9% | +96.4% | +67.9% |
| 3Y | +250.7% | +321.3% | -70.6% | -4.3% |
| All | +105.2% | +214.8% | -109.6% | -49.4% |
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