+165.3%
HIMS vs JBHT
+101.1%
+64.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.7% | +8.7% | +8.3% |
| 7D | -6.1% | -1.6% | -4.5% | -5.5% |
| 30D | -12.0% | -2.3% | -9.7% | -11.4% |
| 3M | -12.3% | -18.5% | +6.1% | -6.8% |
| 6M | -3.3% | -11.3% | +8.0% | -1.0% |
| YTD | -19.9% | +12.6% | -32.5% | -24.8% |
| 1Y | -37.4% | +29.8% | -67.1% | -44.1% |
| 3Y | +314.0% | +28.1% | +285.9% | +267.0% |
| 5Y | +212.1% | +17.7% | +194.4% | +178.7% |
| All | +165.3% | +101.1% | +64.3% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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