+646.2%
APH vs HIMS
+183.3%
+462.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | +5.0% | -3.9% | +8.9% | +5.3% |
| 30D | -3.9% | -12.4% | +8.6% | -2.9% |
| 3M | +13.0% | -1.1% | +14.0% | +12.1% |
| 6M | +25.2% | +68.4% | -43.3% | +15.9% |
| YTD | +22.9% | -14.7% | +37.6% | +21.5% |
| 1Y | +47.8% | -42.4% | +90.2% | +51.1% |
| 3Y | +283.0% | +304.5% | -21.5% | +190.8% |
| 5Y | +349.7% | +237.5% | +112.1% | +228.4% |
| All | +646.2% | +183.3% | +462.8% | +332.0% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling