+261.2%
APH vs HIMS
+183.3%
+77.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -6.3% | -41.5% | -47.1% |
| 7D | -48.7% | -12.5% | -36.2% | -47.7% |
| 30D | -51.9% | -12.4% | -39.5% | -51.1% |
| 3M | -43.6% | -1.1% | -42.5% | -43.6% |
| 6M | -37.5% | +68.4% | -106.0% | -41.8% |
| YTD | -38.6% | -14.7% | -24.0% | -38.9% |
| 1Y | -26.3% | -42.4% | +16.1% | -24.2% |
| 3Y | +89.2% | +304.5% | -215.3% | +44.6% |
| 5Y | +119.8% | +237.5% | -117.7% | +61.7% |
| All | +261.2% | +183.3% | +77.8% | +110.5% |
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