+180.7%
HIMS vs SNPS
+189.4%
-8.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -0.7% | +0.9% | -1.6% | -1.2% |
| 30D | -8.2% | -3.6% | -4.6% | -6.7% |
| 3M | -4.7% | -12.9% | +8.2% | +1.9% |
| 6M | +6.3% | -8.2% | +14.5% | +11.1% |
| YTD | -15.3% | -15.4% | +0.1% | -8.9% |
| 1Y | -46.9% | -9.3% | -37.6% | -45.3% |
| 3Y | +321.3% | -14.0% | +335.2% | +308.4% |
| 5Y | +215.8% | +19.5% | +196.3% | +156.0% |
| All | +180.7% | +189.4% | -8.7% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 10y: compounded portfolio wealth divided by compounded SNPS 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…
10y analysis · Full analysis span regression · 6 months rolling