+165.3%
HIMS vs SW
+83.4%
+81.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.9% | +9.0% | +8.2% |
| 7D | -6.1% | +2.3% | -8.4% | -6.4% |
| 30D | -12.0% | +6.8% | -18.8% | -12.9% |
| 3M | -12.3% | -5.2% | -7.1% | -11.7% |
| 6M | -3.3% | +7.4% | -10.7% | -4.7% |
| YTD | -19.9% | +17.4% | -37.3% | -22.8% |
| 1Y | -37.4% | +27.1% | -64.5% | -40.5% |
| 3Y | +314.0% | +47.9% | +266.2% | +293.4% |
| 5Y | +212.1% | -2.6% | +214.7% | +203.2% |
| All | +165.3% | +83.4% | +81.9% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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