+181.9%
HIMS vs NTAP
+154.9%
+27.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.6% | -6.8% | -5.9% |
| 7D | -18.0% | +9.9% | -27.9% | -21.6% |
| 30D | -33.6% | -22.1% | -11.4% | -26.0% |
| 3M | -34.2% | -7.7% | -26.5% | -32.6% |
| 6M | -21.2% | +60.9% | -82.1% | -41.7% |
| YTD | -39.2% | +76.4% | -115.7% | -57.8% |
| 1Y | -49.4% | +69.3% | -118.8% | -64.0% |
| All | +181.9% | +154.9% | +27.0% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling