+246.0%
HIMS vs SNAP
-55.0%
+301.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.8% | -13.6% | -12.4% |
| 7D | -9.1% | -7.3% | -1.8% | -6.6% |
| 30D | -25.8% | -18.9% | -6.9% | -20.0% |
| 3M | -27.4% | -5.3% | -22.1% | -26.5% |
| 6M | -18.9% | -16.9% | -1.9% | -14.7% |
| YTD | -29.4% | -37.4% | +8.1% | -19.2% |
| 1Y | -44.1% | -38.5% | -5.6% | -35.8% |
| 3Y | +246.0% | -55.1% | +301.1% | +251.3% |
| All | +246.0% | -55.0% | +301.0% | +251.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling