+180.9%
HIMS vs SWKS
+4.2%
+176.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.1% | -16.5% | -16.6% |
| 7D | -25.6% | -3.1% | -22.4% | -24.6% |
| 30D | -38.1% | +8.3% | -46.5% | -40.0% |
| 3M | -39.8% | +20.2% | -60.0% | -46.1% |
| 6M | -32.3% | +24.9% | -57.3% | -42.0% |
| YTD | -41.1% | +33.2% | -74.2% | -52.2% |
| 1Y | -53.4% | +23.6% | -77.0% | -60.6% |
| 3Y | +180.9% | +1.3% | +179.7% | +142.8% |
| All | +180.9% | +4.2% | +176.7% | +142.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling