+302.2%
HIMS vs SW
+19.6%
+282.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | -3.9% | -5.1% | +1.2% | -2.6% |
| 30D | -12.4% | -4.6% | -7.9% | -11.3% |
| 3M | -1.1% | +9.4% | -10.5% | -4.0% |
| 6M | +68.4% | +3.5% | +64.9% | +65.3% |
| YTD | -14.7% | +22.0% | -36.7% | -21.8% |
| 1Y | -42.4% | +2.2% | -44.6% | -44.1% |
| All | +302.2% | +19.6% | +282.6% | +283.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling