+180.0%
HIMS vs NTAP
+291.8%
-111.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -1.4% | -1.0% | -0.4% | -1.0% |
| 30D | -10.1% | -7.5% | -2.6% | -7.8% |
| 3M | -1.2% | +14.6% | -15.8% | -7.6% |
| 6M | +16.9% | +91.0% | -74.1% | -12.7% |
| YTD | -15.5% | +73.7% | -89.2% | -34.9% |
| 1Y | -42.6% | +51.2% | -93.8% | -53.0% |
| 3Y | +320.2% | +146.1% | +174.1% | +186.0% |
| 5Y | +215.0% | +122.8% | +92.2% | +114.2% |
| All | +180.0% | +291.8% | -111.8% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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