+483.7%
APLD vs HIMS
+473.7%
+10.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.7% | +5.7% | +6.8% |
| 7D | +16.6% | -0.9% | +17.5% | +16.9% |
| 30D | -3.1% | -10.8% | +7.7% | -0.2% |
| 3M | -30.9% | +3.7% | -34.5% | -32.2% |
| 6M | +12.6% | +79.0% | -66.4% | -9.5% |
| YTD | +15.5% | -13.2% | +28.7% | +13.6% |
| 1Y | +103.5% | -43.3% | +146.8% | +126.1% |
| 3Y | +446.5% | +331.4% | +115.1% | +141.8% |
| All | +483.7% | +473.7% | +10.0% | +47.3% |
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