+180.0%
HIMS vs APA
+121.3%
+58.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.6% |
| 7D | -1.4% | +0.8% | -2.2% | -1.4% |
| 30D | -10.1% | +9.6% | -19.7% | -10.8% |
| 3M | -1.2% | +18.0% | -19.2% | -3.1% |
| 6M | +16.9% | +41.9% | -25.0% | +11.6% |
| YTD | -15.5% | +86.3% | -101.8% | -22.1% |
| 1Y | -42.6% | +97.9% | -140.4% | -47.6% |
| 3Y | +320.2% | +12.8% | +307.4% | +294.5% |
| 5Y | +215.0% | +177.2% | +37.8% | +181.8% |
| All | +180.0% | +121.3% | +58.7% | +146.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded APA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling