+320.2%
HIMS vs JBL
+181.3%
+139.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.1% | +0.1% |
| 7D | -1.4% | -1.0% | -0.3% | -0.8% |
| 30D | -10.1% | -15.1% | +5.0% | -1.0% |
| 3M | -1.2% | -14.0% | +12.8% | +6.3% |
| 6M | +16.9% | +20.6% | -3.7% | 0.0% |
| YTD | -15.5% | +32.9% | -48.4% | -33.3% |
| 1Y | -42.6% | +40.5% | -83.1% | -56.6% |
| All | +320.2% | +181.3% | +139.0% | +122.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling