+101.3%
HIMS vs APA
+138.0%
-36.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.0% | -7.2% | -5.4% |
| 7D | -18.0% | +9.6% | -27.6% | -18.7% |
| 30D | -33.6% | -0.2% | -33.4% | -33.6% |
| 3M | -34.2% | +19.8% | -54.0% | -35.4% |
| 6M | -21.2% | +30.1% | -51.2% | -23.7% |
| YTD | -39.2% | +100.4% | -139.7% | -44.5% |
| 1Y | -49.4% | +105.2% | -154.6% | -54.0% |
| 3Y | +189.7% | +44.6% | +145.1% | +166.4% |
| 5Y | +166.6% | +88.8% | +77.8% | +140.1% |
| All | +101.3% | +138.0% | -36.7% | +75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling