+887.9%
APP vs HIMS
+191.0%
+696.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +4.6% | -24.1% | +28.7% | +10.2% |
| 30D | +56.0% | -28.8% | +84.9% | +66.0% |
| 3M | +30.8% | -31.4% | +62.3% | +39.2% |
| 6M | -9.8% | -18.3% | +8.5% | -8.5% |
| YTD | -39.3% | -39.2% | -0.1% | -36.4% |
| 1Y | -26.4% | -45.3% | +18.8% | -21.2% |
| 3Y | +887.9% | +181.9% | +706.1% | +647.1% |
| All | +887.9% | +191.0% | +696.9% | +647.1% |
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 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