+138.5%
HIMS vs SWK
-25.5%
+164.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.4% | -15.2% | -15.9% |
| 7D | -25.6% | +11.3% | -36.9% | -29.5% |
| 30D | -38.1% | +31.5% | -69.6% | -46.2% |
| 3M | -39.8% | +14.4% | -54.2% | -44.0% |
| 6M | -32.3% | +46.4% | -78.8% | -44.6% |
| YTD | -41.1% | +61.6% | -102.7% | -55.1% |
| 1Y | -53.4% | +78.7% | -132.1% | -66.6% |
| 3Y | +180.9% | +54.4% | +126.5% | +110.9% |
| 5Y | +138.5% | -25.3% | +163.8% | +127.1% |
| All | +138.5% | -25.5% | +164.0% | +127.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling