+101.3%
HIMS vs SNPS
+231.5%
-130.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.8% |
| 7D | -24.1% | +1.1% | -25.2% | -24.6% |
| 30D | -28.8% | -5.2% | -23.7% | -27.1% |
| 3M | -31.4% | +10.6% | -42.0% | -35.6% |
| 6M | -18.3% | -10.6% | -7.6% | -14.9% |
| YTD | -39.2% | -3.1% | -36.1% | -39.6% |
| 1Y | -45.3% | +15.6% | -60.8% | -50.4% |
| 3Y | +181.9% | -12.9% | +194.8% | +169.4% |
| 5Y | +166.6% | +31.2% | +135.4% | +101.8% |
| All | +101.3% | +231.5% | -130.2% | +36.4% |
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