+222.2%
HIMS vs SW
-2.3%
+224.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | -3.9% | -5.1% | +1.2% | -3.0% |
| 30D | -12.4% | -4.6% | -7.9% | -11.6% |
| 3M | -1.1% | +9.4% | -10.5% | -3.1% |
| 6M | +68.4% | +3.5% | +64.9% | +66.2% |
| YTD | -14.7% | +22.0% | -36.7% | -19.2% |
| 1Y | -42.4% | +2.2% | -44.6% | -43.6% |
| 3Y | +304.5% | +19.6% | +284.9% | +287.1% |
| All | +222.2% | -2.3% | +224.5% | +220.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling