+305.3%
APLD vs HIMS
+191.0%
+114.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | +2.7% | -24.1% | +26.8% | +10.7% |
| 30D | -21.4% | -28.8% | +7.4% | -13.0% |
| 3M | -47.8% | -31.4% | -16.4% | -42.1% |
| 6M | -64.9% | -18.3% | -46.6% | -63.0% |
| YTD | -34.9% | -39.2% | +4.4% | -28.8% |
| 1Y | -30.7% | -45.3% | +14.5% | -21.4% |
| 3Y | +305.3% | +181.9% | +123.5% | +108.2% |
| All | +305.3% | +191.0% | +114.3% | +108.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling