+210.1%
HIMS vs JBL
+409.3%
-199.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.0% | -4.8% | -3.1% |
| 7D | -0.7% | +2.4% | -3.1% | -2.4% |
| 30D | -8.2% | -13.1% | +4.9% | +0.1% |
| 3M | -4.7% | -15.6% | +10.9% | +4.5% |
| 6M | +6.3% | +24.6% | -18.3% | -11.7% |
| YTD | -15.3% | +39.6% | -54.9% | -36.0% |
| 1Y | -46.9% | +48.6% | -95.5% | -61.8% |
| 3Y | +321.3% | +197.3% | +124.0% | +81.9% |
| All | +210.1% | +409.3% | -199.2% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling