+207.9%
HIMS vs NTAP
+129.9%
+78.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.4% | +0.3% |
| 7D | -2.7% | +2.2% | -4.9% | -4.0% |
| 30D | -12.2% | -7.0% | -5.1% | -9.2% |
| 3M | -3.7% | +12.3% | -16.0% | -11.8% |
| 6M | +25.9% | +85.1% | -59.2% | -18.5% |
| YTD | -14.1% | +74.8% | -88.8% | -42.9% |
| 1Y | -41.6% | +52.7% | -94.3% | -57.4% |
| 3Y | +327.3% | +147.7% | +179.6% | +113.8% |
| 5Y | +207.9% | +124.8% | +83.2% | +61.5% |
| All | +207.9% | +129.9% | +78.0% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling