+166.6%
HIMS vs NTAP
+125.9%
+40.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.6% | -6.8% | -6.1% |
| 7D | -18.0% | +9.9% | -27.9% | -22.2% |
| 30D | -33.6% | -22.1% | -11.4% | -24.4% |
| 3M | -34.2% | -7.7% | -26.5% | -32.5% |
| 6M | -21.2% | +60.9% | -82.1% | -44.6% |
| YTD | -39.2% | +76.4% | -115.7% | -60.3% |
| 1Y | -49.4% | +69.3% | -118.8% | -66.0% |
| 3Y | +189.7% | +154.6% | +35.1% | +40.7% |
| 5Y | +166.6% | +131.4% | +35.2% | +34.0% |
| All | +166.6% | +125.9% | +40.7% | +34.0% |
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