+112.3%
HIMS vs SWKS
+26.3%
+86.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +6.0% | +2.8% | +6.2% |
| 7D | -21.9% | +5.7% | -27.6% | -23.6% |
| 30D | -32.1% | +17.3% | -49.4% | -36.4% |
| 3M | -31.8% | +28.3% | -60.1% | -40.5% |
| 6M | -28.6% | +26.1% | -54.6% | -38.4% |
| YTD | -35.9% | +41.1% | -77.0% | -48.6% |
| 1Y | -47.6% | +31.4% | -79.1% | -56.5% |
| 3Y | +205.6% | +7.3% | +198.3% | +167.5% |
| 5Y | +170.3% | -37.7% | +208.0% | +183.7% |
| All | +112.3% | +26.3% | +86.0% | +120.0% |
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