+177.1%
HIMS vs JBHT
+20.5%
+156.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +3.1% | -14.9% | -13.1% |
| 7D | -9.1% | +0.2% | -9.3% | -9.3% |
| 30D | -25.8% | -2.2% | -23.7% | -25.3% |
| 3M | -27.4% | -16.5% | -10.9% | -22.1% |
| 6M | -18.9% | -8.4% | -10.4% | -18.0% |
| YTD | -29.4% | +16.1% | -45.4% | -36.9% |
| 1Y | -44.1% | +31.9% | -76.0% | -53.4% |
| 3Y | +246.0% | +34.1% | +211.9% | +179.8% |
| 5Y | +177.1% | +20.1% | +157.0% | +124.5% |
| All | +177.1% | +20.5% | +156.5% | +124.5% |
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