+182.8%
HIMS vs NTAP
+296.1%
-113.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.9% | -0.8% | -3.2% | -3.7% |
| 30D | -12.4% | -0.5% | -11.9% | -12.9% |
| 3M | -1.1% | +4.1% | -5.1% | -3.8% |
| 6M | +68.4% | +88.0% | -19.5% | +26.3% |
| YTD | -14.7% | +75.6% | -90.2% | -34.5% |
| 1Y | -42.4% | +58.9% | -101.3% | -53.8% |
| 3Y | +304.5% | +153.6% | +151.0% | +172.5% |
| 5Y | +237.5% | +127.6% | +109.9% | +128.2% |
| All | +182.8% | +296.1% | -113.3% | +81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling