-37.7%
HIMS vs SWK
+87.6%
-125.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +13.1% | -9.4% | +0.5% |
| 7D | -9.1% | +17.9% | -27.0% | -12.9% |
| 30D | -10.1% | +31.9% | -42.1% | -16.4% |
| 3M | -17.1% | +16.6% | -33.7% | -20.4% |
| 6M | -2.2% | +61.1% | -63.4% | -11.5% |
| YTD | -17.9% | +64.2% | -82.1% | -30.4% |
| 1Y | -37.7% | +85.2% | -122.9% | -50.3% |
| All | -37.7% | +87.6% | -125.3% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1y: compounded portfolio wealth divided by compounded SWK 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…
1y analysis · Full analysis span regression · 6 months rolling