-26.1%
SNOW vs HIMS
+160.3%
-186.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +5.5% | -24.1% | +29.6% | +11.0% |
| 30D | -13.2% | -28.8% | +15.7% | -7.4% |
| 3M | -13.7% | -31.4% | +17.7% | -7.9% |
| 6M | +91.0% | -18.3% | +109.3% | +92.2% |
| YTD | +32.7% | -39.2% | +71.9% | +37.1% |
| 1Y | +13.3% | -45.3% | +58.5% | +19.3% |
| 3Y | +83.4% | +181.9% | -98.5% | -29.8% |
| All | -26.1% | +160.3% | -186.4% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling