+391.7%
APP vs HIMS
+122.7%
+268.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | +0.9% | -3.9% | +4.8% | +1.9% |
| 30D | -23.3% | -12.4% | -10.8% | -20.7% |
| 3M | -42.6% | -1.1% | -41.6% | -43.7% |
| 6M | -33.6% | +68.4% | -102.1% | -46.5% |
| YTD | -52.4% | -14.7% | -37.8% | -53.7% |
| 1Y | -35.9% | -42.4% | +6.5% | -31.5% |
| 3Y | +642.2% | +304.5% | +337.7% | +217.8% |
| 5Y | +311.1% | +237.5% | +73.6% | +52.3% |
| All | +391.7% | +122.7% | +268.9% | +79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling