+101.3%
HIMS vs SW
+79.6%
+21.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.9% | -3.3% | -4.9% |
| 7D | -18.0% | -3.0% | -15.0% | -17.6% |
| 30D | -33.6% | +4.2% | -37.8% | -34.0% |
| 3M | -34.2% | -11.5% | -22.6% | -33.0% |
| 6M | -21.2% | +8.6% | -29.8% | -22.5% |
| YTD | -39.2% | +15.0% | -54.2% | -41.3% |
| 1Y | -49.4% | +25.7% | -75.1% | -51.9% |
| 3Y | +189.7% | +44.8% | +144.9% | +176.1% |
| 5Y | +166.6% | -1.7% | +168.4% | +159.3% |
| All | +101.3% | +79.6% | +21.7% | +92.1% |
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