+283.1%
HIMS vs SWK
+46.5%
+236.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -2.6% | -7.2% | -8.6% |
| 7D | -18.9% | +11.3% | -30.2% | -23.0% |
| 30D | -18.4% | +28.1% | -46.4% | -27.4% |
| 3M | -24.0% | +12.6% | -36.6% | -28.2% |
| 6M | -8.6% | +51.7% | -60.3% | -25.2% |
| YTD | -25.9% | +60.0% | -85.9% | -42.4% |
| 1Y | -45.0% | +72.7% | -117.7% | -59.2% |
| All | +283.1% | +46.5% | +236.6% | +210.5% |
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