+184.7%
HIMS vs SNAP
-66.4%
+251.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.3% | -0.4% |
| 7D | -2.7% | -5.0% | +2.3% | -1.4% |
| 30D | -12.2% | -0.7% | -11.4% | -12.4% |
| 3M | -3.7% | -5.0% | +1.3% | -3.2% |
| 6M | +25.9% | +3.5% | +22.4% | +23.2% |
| YTD | -14.1% | -34.2% | +20.1% | -5.8% |
| 1Y | -41.6% | -27.1% | -14.6% | -38.0% |
| 3Y | +327.3% | -43.5% | +370.7% | +355.9% |
| 5Y | +207.9% | -92.9% | +300.8% | +343.2% |
| All | +184.7% | -66.4% | +251.1% | +277.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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