-55.4%
APP vs HIMS
-41.7%
-13.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.7% | +7.0% | +9.9% |
| 7D | +4.5% | -9.1% | +13.6% | +6.7% |
| 30D | -3.6% | -10.1% | +6.5% | -1.5% |
| 3M | -35.3% | -17.1% | -18.1% | -33.0% |
| 6M | -42.8% | -2.2% | -40.6% | -43.3% |
| YTD | -59.7% | -17.9% | -41.8% | -54.3% |
| 1Y | -55.4% | -37.7% | -17.7% | -42.4% |
| All | -55.4% | -41.7% | -13.6% | -42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling