+95.2%
HIMS vs SNAP
-68.4%
+163.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.0% | -15.6% | -16.3% |
| 7D | -25.6% | -10.6% | -15.0% | -23.3% |
| 30D | -38.1% | -19.7% | -18.4% | -34.4% |
| 3M | -39.8% | -6.5% | -33.2% | -38.9% |
| 6M | -32.3% | -17.8% | -14.6% | -29.4% |
| YTD | -41.1% | -38.0% | -3.0% | -34.4% |
| 1Y | -53.4% | -42.5% | -10.9% | -47.2% |
| 3Y | +180.9% | -55.8% | +236.7% | +218.8% |
| 5Y | +138.5% | -90.5% | +229.1% | +231.3% |
| All | +95.2% | -68.4% | +163.6% | +163.1% |
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