At the core of today's particle physics stands the Standard Model, a theory whose predictions have so far not been contradicted by any experimental result. Despite this success in the last decades high-energy physicists have been speculating about and looking for a "new physics" beyond the Standard Model, and a motivation for this search is the "naturalness problem". This problem is neither an experimental anomaly nor a mathematical incoherence, but rather a non-compelling argument which physicists describe as "aesthetic" or "philosophical". In fact, the naturalness problem is best understood as a hybrid narrative combining words, formulas, numbers and analogies. This narrative is in some respects like a myth: it can be formulated in different, non-equivalent ways, which physicists however perceive as telling the same story of instability and disharmony, and it represents a shared belief helping define the high-energy-physics community.