+527.5%
APP vs HIMS
+58.6%
+468.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +4.6% | -24.1% | +28.7% | +11.7% |
| 30D | +56.0% | -28.8% | +84.9% | +68.6% |
| 3M | +30.8% | -31.4% | +62.3% | +41.2% |
| 6M | -9.8% | -18.3% | +8.5% | -8.7% |
| YTD | -39.3% | -39.2% | -0.1% | -36.4% |
| 1Y | -26.4% | -45.3% | +18.8% | -20.7% |
| 3Y | +887.9% | +181.9% | +706.1% | +360.9% |
| 5Y | +264.1% | +166.6% | +97.5% | +43.9% |
| All | +527.5% | +58.6% | +468.9% | +146.3% |
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