-41.1%
HIMS vs SNAP
-24.5%
-16.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | -0.9% | +1.5% | -2.4% | -1.7% |
| 30D | -10.8% | +1.9% | -12.7% | -12.1% |
| 3M | +3.7% | -3.9% | +7.6% | +3.0% |
| 6M | +79.0% | +5.2% | +73.7% | +69.1% |
| YTD | -13.2% | -32.7% | +19.5% | -5.0% |
| All | -41.1% | -24.5% | -16.6% | -35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling