+95.2%
HIMS vs APD
+67.4%
+27.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.4% | -17.0% | -16.7% |
| 7D | -25.6% | -0.2% | -25.3% | -25.5% |
| 30D | -38.1% | +11.0% | -49.1% | -40.1% |
| 3M | -39.8% | +1.3% | -41.1% | -40.2% |
| 6M | -32.3% | +6.4% | -38.7% | -34.0% |
| YTD | -41.1% | +28.9% | -70.0% | -46.5% |
| 1Y | -53.4% | +23.2% | -76.6% | -57.2% |
| 3Y | +180.9% | +26.3% | +154.6% | +157.0% |
| 5Y | +138.5% | +12.0% | +126.5% | +115.5% |
| All | +95.2% | +67.4% | +27.8% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling