+222.2%
HIMS vs SWKS
-53.5%
+275.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -2.5% |
| 7D | -3.9% | +12.5% | -16.4% | -10.5% |
| 30D | -12.4% | +10.5% | -22.9% | -17.6% |
| 3M | -1.1% | -7.4% | +6.3% | +2.3% |
| 6M | +68.4% | +32.7% | +35.8% | +34.7% |
| YTD | -14.7% | +19.2% | -33.8% | -28.0% |
| 1Y | -42.4% | +2.4% | -44.8% | -46.7% |
| 3Y | +304.5% | -25.6% | +330.1% | +332.8% |
| All | +222.2% | -53.5% | +275.7% | +426.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling