+145.5%
HIMS vs JBHT
+102.4%
+43.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -3.6% | -6.2% | -8.6% |
| 7D | -18.9% | -1.4% | -17.5% | -18.5% |
| 30D | -18.4% | -3.1% | -15.3% | -17.6% |
| 3M | -24.0% | -19.5% | -4.4% | -18.8% |
| 6M | -8.6% | -9.6% | +1.0% | -7.1% |
| YTD | -25.9% | +13.3% | -39.2% | -30.5% |
| 1Y | -45.0% | +29.7% | -74.7% | -50.9% |
| 3Y | +271.3% | +28.3% | +243.0% | +228.9% |
| 5Y | +188.8% | +18.5% | +170.4% | +157.4% |
| All | +145.5% | +102.4% | +43.1% | +111.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling