+184.7%
HIMS vs TAP
-17.1%
+201.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.9% |
| 7D | -2.7% | -5.1% | +2.4% | -2.4% |
| 30D | -12.2% | -8.4% | -3.7% | -11.7% |
| 3M | -3.7% | -3.9% | +0.2% | -3.7% |
| 6M | +25.9% | -14.4% | +40.3% | +27.2% |
| YTD | -14.1% | -14.7% | +0.7% | -13.6% |
| 1Y | -41.6% | -18.7% | -22.9% | -41.0% |
| 3Y | +327.3% | -32.6% | +359.9% | +342.7% |
| 5Y | +207.9% | -1.4% | +209.4% | +211.9% |
| All | +184.7% | -17.1% | +201.8% | +181.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling