+101.3%
HIMS vs SNAP
-67.0%
+168.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.2% | -2.9% | -4.6% |
| 7D | -18.0% | +2.6% | -20.6% | -18.5% |
| 30D | -33.6% | -19.6% | -14.0% | -29.5% |
| 3M | -34.2% | +0.4% | -34.6% | -34.4% |
| 6M | -21.2% | -5.9% | -15.2% | -20.6% |
| YTD | -39.2% | -35.3% | -3.9% | -33.1% |
| 1Y | -49.4% | -42.6% | -6.9% | -42.6% |
| 3Y | +189.7% | -53.9% | +243.6% | +225.3% |
| 5Y | +166.6% | -90.3% | +256.9% | +267.3% |
| All | +101.3% | -67.0% | +168.3% | +168.4% |
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