+222.2%
HIMS vs TAP
+2.2%
+220.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -3.9% | -2.3% | -1.6% | -3.6% |
| 30D | -12.4% | -2.1% | -10.3% | -12.2% |
| 3M | -1.1% | +6.6% | -7.7% | -2.8% |
| 6M | +68.4% | -11.5% | +79.9% | +71.8% |
| YTD | -14.7% | -10.3% | -4.4% | -14.2% |
| 1Y | -42.4% | -14.4% | -28.0% | -41.4% |
| 3Y | +304.5% | -28.3% | +332.8% | +336.9% |
| All | +222.2% | +2.2% | +220.0% | +188.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling