+230.2%
HIMS vs SNAP
-92.9%
+323.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | -0.9% | +1.5% | -2.4% | -1.5% |
| 30D | -10.8% | +1.9% | -12.7% | -11.8% |
| 3M | +3.7% | -3.9% | +7.6% | +3.9% |
| 6M | +79.0% | +5.2% | +73.7% | +73.3% |
| YTD | -13.2% | -32.7% | +19.5% | -4.2% |
| 1Y | -43.3% | -24.8% | -18.5% | -39.9% |
| 3Y | +331.4% | -42.2% | +373.6% | +356.9% |
| 5Y | +230.2% | -92.7% | +322.9% | +550.9% |
| All | +230.2% | -92.9% | +323.1% | +550.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling