-53.4%
HIMS vs SWKS
+20.8%
-74.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.1% | -16.5% | -16.6% |
| 7D | -25.6% | -3.1% | -22.4% | -25.2% |
| 30D | -38.1% | +8.3% | -46.5% | -38.8% |
| 3M | -39.8% | +20.2% | -60.0% | -43.6% |
| 6M | -32.3% | +24.9% | -57.3% | -39.1% |
| YTD | -41.1% | +33.2% | -74.2% | -50.2% |
| 1Y | -53.4% | +23.6% | -77.0% | -58.5% |
| All | -53.4% | +20.8% | -74.2% | -58.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling