+573.4%
APH vs HIMS
+165.8%
+407.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.1% | -3.9% | +3.3% |
| 7D | -5.9% | -6.1% | +0.1% | -5.4% |
| 30D | -14.8% | -12.0% | -2.8% | -13.8% |
| 3M | -12.4% | -12.3% | -0.1% | -11.7% |
| 6M | +8.1% | -3.3% | +11.3% | +6.8% |
| YTD | +10.9% | -19.9% | +30.9% | +10.2% |
| 1Y | +8.8% | -37.4% | +46.1% | +10.7% |
| 3Y | +262.1% | +314.0% | -51.9% | +173.6% |
| 5Y | +283.1% | +212.1% | +71.0% | +181.8% |
| All | +573.4% | +165.8% | +407.5% | +291.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling