+285.2%
APH vs HIMS
+160.3%
+124.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +4.9% | -24.1% | +29.0% | +7.6% |
| 30D | -5.4% | -28.8% | +23.4% | -2.3% |
| 3M | -5.5% | -31.4% | +26.0% | -2.4% |
| 6M | +25.9% | -18.3% | +44.2% | +26.6% |
| YTD | +16.4% | -39.2% | +55.6% | +18.6% |
| 1Y | +16.5% | -45.3% | +61.8% | +20.0% |
| 3Y | +270.9% | +181.9% | +89.0% | +173.0% |
| All | +285.2% | +160.3% | +124.9% | +160.2% |
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