+165.3%
HIMS vs SWK
-3.9%
+169.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.4% | +8.4% | +8.2% |
| 7D | -6.1% | +11.0% | -17.1% | -9.4% |
| 30D | -12.0% | +30.1% | -42.0% | -19.4% |
| 3M | -12.3% | +14.7% | -27.0% | -16.4% |
| 6M | -3.3% | +44.5% | -47.8% | -14.6% |
| YTD | -19.9% | +59.4% | -79.3% | -32.4% |
| 1Y | -37.4% | +77.5% | -114.9% | -49.2% |
| 3Y | +314.0% | +49.5% | +264.6% | +251.3% |
| 5Y | +212.1% | -24.9% | +237.0% | +182.3% |
| All | +165.3% | -3.9% | +169.2% | +132.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling