+180.7%
HIMS vs JBLU
-74.5%
+255.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.2% |
| 7D | -0.7% | -5.0% | +4.2% | +0.3% |
| 30D | -8.2% | -23.9% | +15.7% | -3.2% |
| 3M | -4.7% | -11.6% | +6.9% | -2.6% |
| 6M | +6.3% | -0.2% | +6.5% | +5.2% |
| YTD | -15.3% | -3.3% | -12.0% | -16.6% |
| 1Y | -46.9% | -15.4% | -31.5% | -46.5% |
| 3Y | +321.3% | -14.7% | +336.0% | +285.3% |
| 5Y | +215.8% | -70.0% | +285.9% | +240.1% |
| All | +180.7% | -74.5% | +255.2% | +202.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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