+892.4%
APP vs HIMS
+293.3%
+599.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +8.1% | +1.8% | +8.1% |
| 7D | +71.2% | -6.1% | +77.3% | +72.6% |
| 30D | +39.1% | -12.0% | +51.1% | +42.1% |
| 3M | +16.5% | -12.3% | +28.9% | +18.4% |
| 6M | -16.6% | -3.3% | -13.3% | -18.4% |
| YTD | -41.9% | -19.9% | -22.0% | -42.3% |
| 1Y | -37.0% | -37.4% | +0.3% | -33.9% |
| 3Y | +892.4% | +314.0% | +578.4% | +546.9% |
| All | +892.4% | +293.3% | +599.1% | +546.9% |
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