+180.7%
HIMS vs JBL
+928.1%
-747.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.0% | -4.8% | -2.1% |
| 7D | -0.7% | +2.4% | -3.1% | -1.9% |
| 30D | -8.2% | -13.1% | +4.9% | -2.3% |
| 3M | -4.7% | -15.6% | +10.9% | +2.1% |
| 6M | +6.3% | +24.6% | -18.3% | -5.8% |
| YTD | -15.3% | +39.6% | -54.9% | -29.4% |
| 1Y | -46.9% | +48.6% | -95.5% | -57.1% |
| 3Y | +321.3% | +197.3% | +124.0% | +154.5% |
| 5Y | +215.8% | +413.0% | -197.1% | +57.3% |
| All | +180.7% | +928.1% | -747.4% | +31.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling