+528.8%
APP vs HIMS
+84.4%
+444.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -11.8% | +16.6% | +8.0% |
| 7D | +79.2% | -9.1% | +88.3% | +81.9% |
| 30D | +48.0% | -25.8% | +73.8% | +58.9% |
| 3M | +18.2% | -27.4% | +45.6% | +26.3% |
| 6M | -12.5% | -18.9% | +6.4% | -11.1% |
| YTD | -39.2% | -29.4% | -9.8% | -38.5% |
| 1Y | -33.9% | -44.1% | +10.2% | -28.5% |
| 3Y | +933.3% | +246.0% | +687.3% | +355.0% |
| 5Y | +295.9% | +177.1% | +118.8% | +53.0% |
| All | +528.8% | +84.4% | +444.4% | +138.1% |
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