+246.0%
HIMS vs SWK
+53.9%
+192.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.8% | -14.6% | -13.0% |
| 7D | -9.1% | +10.7% | -19.8% | -13.5% |
| 30D | -25.8% | +33.3% | -59.1% | -35.3% |
| 3M | -27.4% | +14.7% | -42.0% | -32.2% |
| 6M | -18.9% | +48.5% | -67.4% | -33.0% |
| YTD | -29.4% | +63.9% | -93.2% | -45.8% |
| 1Y | -44.1% | +80.4% | -124.5% | -59.5% |
| 3Y | +246.0% | +58.1% | +187.9% | +172.2% |
| All | +246.0% | +53.9% | +192.1% | +172.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling