+628.6%
APH vs HIMS
+134.6%
+494.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -11.8% | +20.0% | +9.4% |
| 7D | +1.1% | -9.1% | +10.2% | +1.9% |
| 30D | -7.5% | -25.8% | +18.3% | -4.9% |
| 3M | -4.4% | -27.4% | +22.9% | -1.9% |
| 6M | +26.5% | -18.9% | +45.3% | +27.2% |
| YTD | +20.0% | -29.4% | +49.4% | +20.5% |
| 1Y | +16.9% | -44.1% | +61.0% | +20.1% |
| 3Y | +288.5% | +246.0% | +42.5% | +198.9% |
| 5Y | +310.3% | +177.1% | +133.2% | +205.0% |
| All | +628.6% | +134.6% | +494.1% | +328.4% |
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