-42.4%
HIMS vs JBL
+52.3%
-94.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -1.2% |
| 7D | -3.9% | +3.0% | -6.9% | -5.5% |
| 30D | -12.4% | -8.3% | -4.2% | -9.3% |
| 3M | -1.1% | -16.9% | +15.8% | +6.6% |
| 6M | +68.4% | +21.8% | +46.7% | +42.4% |
| YTD | -14.7% | +36.3% | -51.0% | -33.5% |
| 1Y | -42.4% | +49.5% | -91.9% | -58.5% |
| All | -42.4% | +52.3% | -94.7% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling