+101.3%
HIMS vs JBHT
+110.8%
-9.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.2% | -5.2% |
| 7D | -18.0% | +4.2% | -22.2% | -19.2% |
| 30D | -33.6% | -0.4% | -33.2% | -33.6% |
| 3M | -34.2% | -17.3% | -16.8% | -30.4% |
| 6M | -21.2% | -3.5% | -17.7% | -21.8% |
| YTD | -39.2% | +18.0% | -57.3% | -43.9% |
| 1Y | -49.4% | +35.5% | -85.0% | -55.6% |
| 3Y | +189.7% | +34.8% | +155.0% | +152.1% |
| 5Y | +166.6% | +19.7% | +146.9% | +134.4% |
| All | +101.3% | +110.8% | -9.5% | +70.4% |
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