+3.6%
SNOW vs HIMS
+232.5%
-228.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | +8.4% | -2.7% | +11.1% | +8.9% |
| 30D | -1.0% | -12.2% | +11.2% | +1.2% |
| 3M | +38.3% | -3.7% | +42.0% | +36.3% |
| 6M | +81.3% | +25.9% | +55.4% | +64.7% |
| YTD | +51.1% | -14.1% | +65.2% | +46.5% |
| 1Y | +47.0% | -41.6% | +88.6% | +52.7% |
| 3Y | +99.7% | +327.3% | -227.5% | -28.3% |
| 5Y | +3.6% | +207.9% | -204.3% | -66.0% |
| All | +3.6% | +232.5% | -228.9% | -66.0% |
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