+302.2%
HIMS vs SWK
+15.2%
+287.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | -3.9% | -0.4% | -3.5% | -3.7% |
| 30D | -12.4% | -5.7% | -6.7% | -9.9% |
| 3M | -1.1% | +24.1% | -25.1% | -10.5% |
| 6M | +68.4% | +24.7% | +43.7% | +51.1% |
| YTD | -14.7% | +33.9% | -48.6% | -27.4% |
| 1Y | -42.4% | +34.7% | -77.1% | -51.6% |
| All | +302.2% | +15.2% | +287.0% | +272.2% |
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