+320.2%
HIMS vs NTAP
+144.6%
+175.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -1.4% | -1.0% | -0.4% | -0.9% |
| 30D | -10.1% | -7.5% | -2.6% | -7.3% |
| 3M | -1.2% | +14.6% | -15.8% | -9.4% |
| 6M | +16.9% | +91.0% | -74.1% | -21.4% |
| YTD | -15.5% | +73.7% | -89.2% | -40.6% |
| 1Y | -42.6% | +51.2% | -93.8% | -56.0% |
| All | +320.2% | +144.6% | +175.6% | +154.4% |
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