+220.6%
APLD vs HIMS
+429.5%
-208.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +8.1% | +1.7% | +7.1% |
| 7D | -12.7% | -6.1% | -6.6% | -10.6% |
| 30D | -34.7% | -12.0% | -22.7% | -31.7% |
| 3M | -46.1% | -12.3% | -33.8% | -44.1% |
| 6M | -64.9% | -3.3% | -61.6% | -64.8% |
| YTD | -36.6% | -19.9% | -16.7% | -35.8% |
| 1Y | -50.0% | -37.4% | -12.6% | -44.9% |
| 3Y | +190.1% | +314.0% | -123.9% | +29.9% |
| All | +220.6% | +429.5% | -208.9% | -16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling