+84.0%
APLD vs HIMS
-37.8%
+121.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +4.1% | -3.9% | +8.0% | +5.5% |
| 30D | -11.7% | -12.4% | +0.7% | -8.2% |
| 3M | -40.3% | -1.1% | -39.2% | -40.5% |
| 6M | -8.0% | +68.4% | -76.4% | -24.7% |
| YTD | +7.5% | -14.7% | +22.2% | +14.0% |
| 1Y | +84.0% | -42.4% | +126.4% | +138.0% |
| All | +84.0% | -37.8% | +121.8% | +138.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling