-37.7%
HIMS vs TAP
+4.4%
-42.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.0% | +0.7% | +5.4% |
| 7D | -9.1% | +9.9% | -19.0% | -3.7% |
| 30D | -10.1% | +18.1% | -28.3% | -0.7% |
| 3M | -17.1% | +3.2% | -20.3% | -14.7% |
| 6M | -2.2% | +8.4% | -10.7% | +5.2% |
| YTD | -17.9% | -4.4% | -13.5% | -18.3% |
| 1Y | -37.7% | +3.2% | -40.9% | -38.6% |
| All | -37.7% | +4.4% | -42.1% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling