+309.9%
HIMS vs SNAP
-42.1%
+352.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +1.0% |
| 7D | -3.9% | +0.7% | -4.7% | -4.2% |
| 30D | -12.4% | +2.6% | -15.1% | -13.7% |
| 3M | -1.1% | -9.9% | +8.8% | +1.3% |
| 6M | +68.4% | +1.9% | +66.6% | +63.7% |
| YTD | -14.7% | -32.2% | +17.6% | -5.1% |
| 1Y | -42.4% | -22.8% | -19.6% | -39.2% |
| All | +309.9% | -42.1% | +352.0% | +325.1% |
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 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