+207.7%
HIMS vs SNAP
-90.7%
+298.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.6% | +10.6% | +8.9% |
| 7D | -6.1% | -7.1% | +1.0% | -4.0% |
| 30D | -12.0% | -14.6% | +2.6% | -7.6% |
| 3M | -12.3% | -5.0% | -7.4% | -11.4% |
| 6M | -3.3% | -18.8% | +15.5% | +2.0% |
| YTD | -19.9% | -38.5% | +18.6% | -9.3% |
| 1Y | -37.4% | -38.1% | +0.7% | -29.4% |
| 3Y | +314.0% | -53.8% | +367.8% | +369.5% |
| All | +207.7% | -90.7% | +298.4% | +558.3% |
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 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