+182.8%
HIMS vs SNAP
-65.4%
+248.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.7% |
| 7D | -3.9% | +0.7% | -4.7% | -4.2% |
| 30D | -12.4% | +2.6% | -15.1% | -13.4% |
| 3M | -1.1% | -9.9% | +8.8% | +0.9% |
| 6M | +68.4% | +1.9% | +66.6% | +65.4% |
| YTD | -14.7% | -32.2% | +17.6% | -7.2% |
| 1Y | -42.4% | -22.8% | -19.6% | -39.8% |
| 3Y | +304.5% | -47.6% | +352.1% | +338.3% |
| 5Y | +237.5% | -92.7% | +330.2% | +382.4% |
| All | +182.8% | -65.4% | +248.2% | +272.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling