+522.3%
AAPL vs HIMS
+180.6%
+341.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +3.7% |
| 7D | -0.5% | -1.4% | +0.9% | -0.4% |
| 30D | +7.1% | -10.1% | +17.2% | +7.7% |
| 3M | +12.1% | -1.2% | +13.3% | +11.2% |
| 6M | +25.4% | +16.9% | +8.5% | +22.0% |
| YTD | +20.5% | -15.5% | +35.9% | +19.1% |
| 1Y | +44.5% | -42.6% | +87.1% | +46.2% |
| 3Y | +85.8% | +320.2% | -234.5% | +42.6% |
| 5Y | +124.8% | +215.0% | -90.3% | +64.8% |
| All | +522.3% | +180.6% | +341.7% | +244.0% |
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