+621.8%
APH vs HIMS
+95.6%
+526.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -16.6% | +15.7% | +0.7% |
| 7D | -5.0% | -25.6% | +20.5% | -2.5% |
| 30D | -8.4% | -38.1% | +29.8% | -4.2% |
| 3M | -4.5% | -39.8% | +35.3% | -0.3% |
| 6M | +25.3% | -32.3% | +57.6% | +28.1% |
| YTD | +18.9% | -41.1% | +60.0% | +21.4% |
| 1Y | +11.9% | -53.4% | +65.3% | +17.0% |
| 3Y | +278.0% | +180.9% | +97.0% | +196.6% |
| 5Y | +306.4% | +138.5% | +167.9% | +206.6% |
| All | +621.8% | +95.6% | +526.2% | +331.6% |
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