+134.1%
HIMS vs SWKS
+19.4%
+114.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.8% | -12.5% | -12.1% |
| 7D | -9.1% | -2.7% | -6.4% | -8.0% |
| 30D | -25.8% | +8.5% | -34.3% | -28.2% |
| 3M | -27.4% | +17.3% | -44.7% | -34.2% |
| 6M | -18.9% | +25.1% | -44.0% | -30.0% |
| YTD | -29.4% | +33.3% | -62.7% | -42.0% |
| 1Y | -44.1% | +22.9% | -67.0% | -52.3% |
| 3Y | +246.0% | +5.5% | +240.5% | +204.4% |
| 5Y | +177.1% | -41.9% | +219.0% | +198.4% |
| All | +134.1% | +19.4% | +114.7% | +148.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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