+112.3%
HIMS vs JBHT
+110.8%
+1.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.6% | +8.2% | +8.6% |
| 7D | -21.9% | +0.5% | -22.4% | -22.1% |
| 30D | -32.1% | -0.1% | -32.0% | -32.2% |
| 3M | -31.8% | -14.0% | -17.8% | -28.9% |
| 6M | -28.6% | -5.1% | -23.5% | -28.7% |
| YTD | -35.9% | +18.0% | -53.9% | -40.8% |
| 1Y | -47.6% | +36.5% | -84.2% | -54.1% |
| 3Y | +205.6% | +34.8% | +170.8% | +165.9% |
| 5Y | +170.3% | +21.4% | +148.8% | +137.4% |
| All | +112.3% | +110.8% | +1.5% | +79.7% |
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