+207.7%
HIMS vs SWKS
-42.6%
+250.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.2% | +6.9% | +7.4% |
| 7D | -6.1% | -6.2% | +0.1% | -2.7% |
| 30D | -12.0% | -1.5% | -10.5% | -11.4% |
| 3M | -12.3% | +23.0% | -35.3% | -24.9% |
| 6M | -3.3% | +27.6% | -30.9% | -21.6% |
| YTD | -19.9% | +32.3% | -52.2% | -38.5% |
| 1Y | -37.4% | +20.1% | -57.5% | -48.7% |
| 3Y | +314.0% | +0.6% | +313.4% | +245.0% |
| All | +207.7% | -42.6% | +250.3% | +305.7% |
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