+180.9%
HIMS vs TAP
-23.3%
+204.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.3% | -16.9% | -16.6% |
| 7D | -25.6% | -4.5% | -21.1% | -25.8% |
| 30D | -38.1% | +7.5% | -45.6% | -37.9% |
| 3M | -39.8% | -4.9% | -34.9% | -39.6% |
| 6M | -32.3% | -3.5% | -28.8% | -32.0% |
| YTD | -41.1% | -11.4% | -29.7% | -41.0% |
| 1Y | -53.4% | -10.8% | -42.6% | -53.5% |
| 3Y | +180.9% | -24.5% | +205.4% | +212.4% |
| All | +180.9% | -23.3% | +204.2% | +212.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling