+292.6%
APP vs HIMS
+211.8%
+80.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +8.1% | +1.8% | +7.6% |
| 7D | +71.2% | -6.1% | +77.3% | +73.0% |
| 30D | +39.1% | -12.0% | +51.1% | +42.9% |
| 3M | +16.5% | -12.3% | +28.9% | +18.8% |
| 6M | -16.6% | -3.3% | -13.3% | -19.5% |
| YTD | -41.9% | -19.9% | -22.0% | -43.1% |
| 1Y | -37.0% | -37.4% | +0.3% | -33.5% |
| 3Y | +892.4% | +314.0% | +578.4% | +249.4% |
| All | +292.6% | +211.8% | +80.9% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling