+244.7%
APLD vs HIMS
+367.2%
-122.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -11.8% | +19.3% | +11.3% |
| 7D | +3.1% | -9.1% | +12.2% | +6.0% |
| 30D | -29.4% | -25.8% | -3.6% | -22.2% |
| 3M | -42.8% | -27.4% | -15.4% | -37.3% |
| 6M | -59.5% | -18.9% | -40.6% | -57.3% |
| YTD | -31.8% | -29.4% | -2.5% | -28.6% |
| 1Y | -46.0% | -44.1% | -1.9% | -38.7% |
| 3Y | +252.0% | +246.0% | +6.0% | +67.1% |
| All | +244.7% | +367.2% | -122.5% | -7.4% |
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