+331.4%
HIMS vs APA
+9.3%
+322.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.2% | +1.3% |
| 7D | -0.9% | -1.7% | +0.7% | -0.7% |
| 30D | -10.8% | +15.7% | -26.6% | -13.1% |
| 3M | +3.7% | +16.5% | -12.8% | +0.3% |
| 6M | +79.0% | +35.1% | +43.9% | +62.1% |
| YTD | -13.2% | +82.2% | -95.5% | -29.6% |
| 1Y | -43.3% | +102.5% | -145.7% | -56.5% |
| 3Y | +331.4% | +10.3% | +321.1% | +242.1% |
| All | +331.4% | +9.3% | +322.1% | +242.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling