+269.3%
APLD vs HIMS
+323.8%
-54.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +8.8% | -1.4% | +4.6% |
| 7D | +7.8% | -21.9% | +29.8% | +15.8% |
| 30D | -23.0% | -32.1% | +9.1% | -13.2% |
| 3M | -39.7% | -31.8% | -7.9% | -32.9% |
| 6M | -59.8% | -28.6% | -31.2% | -56.2% |
| YTD | -27.0% | -35.9% | +9.0% | -21.6% |
| 1Y | -37.3% | -47.6% | +10.3% | -27.8% |
| 3Y | +281.9% | +205.6% | +76.3% | +87.7% |
| All | +269.3% | +323.8% | -54.6% | +1.7% |
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