+101.3%
HIMS vs NTAP
+287.9%
-186.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +1.0% |
| 7D | -24.1% | +7.2% | -31.3% | -26.3% |
| 30D | -28.8% | -18.4% | -10.4% | -23.3% |
| 3M | -31.4% | -11.3% | -20.1% | -28.9% |
| 6M | -18.3% | +53.8% | -72.0% | -33.8% |
| YTD | -39.2% | +72.0% | -111.2% | -53.3% |
| 1Y | -45.3% | +68.0% | -113.3% | -57.6% |
| 3Y | +181.9% | +149.5% | +32.4% | +89.8% |
| 5Y | +166.6% | +125.6% | +41.0% | +80.2% |
| All | +101.3% | +287.9% | -186.6% | +29.7% |
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