+29.8%
SNOW vs HIMS
+146.5%
-116.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | -7.5% | -1.4% | -6.1% | -7.2% |
| 30D | -1.3% | -10.1% | +8.7% | +0.3% |
| 3M | +37.4% | -1.2% | +38.7% | +34.9% |
| 6M | +88.1% | +16.9% | +71.2% | +74.5% |
| YTD | +50.3% | -15.5% | +65.8% | +46.2% |
| 1Y | +46.0% | -42.6% | +88.6% | +51.7% |
| 3Y | +98.7% | +320.2% | -221.5% | -12.6% |
| 5Y | +3.5% | +215.0% | -211.5% | -56.5% |
| All | +29.8% | +146.5% | -116.7% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS 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 HIMS 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