+170.3%
HIMS vs APA
+88.6%
+81.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.6% | +5.2% | +8.1% |
| 7D | -21.9% | +5.1% | -27.0% | -22.6% |
| 30D | -32.1% | +0.3% | -32.4% | -32.2% |
| 3M | -31.8% | +15.6% | -47.4% | -34.0% |
| 6M | -28.6% | +28.9% | -57.5% | -33.2% |
| YTD | -35.9% | +96.6% | -132.5% | -47.7% |
| 1Y | -47.6% | +95.5% | -143.2% | -57.3% |
| 3Y | +205.6% | +41.8% | +163.8% | +154.5% |
| 5Y | +170.3% | +85.4% | +84.8% | +96.9% |
| All | +170.3% | +88.6% | +81.7% | +96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling