+141.5%
HIMS vs JBHT
+22.5%
+118.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -1.0% |
| 7D | -24.1% | +7.0% | -31.1% | -26.6% |
| 30D | -28.8% | +0.5% | -29.3% | -29.1% |
| 3M | -31.4% | -17.4% | -14.1% | -26.0% |
| 6M | -18.3% | -1.7% | -16.6% | -20.2% |
| YTD | -39.2% | +20.7% | -60.0% | -46.7% |
| 1Y | -45.3% | +41.1% | -86.3% | -55.9% |
| 3Y | +181.9% | +38.0% | +143.9% | +125.1% |
| All | +141.5% | +22.5% | +118.9% | +93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling