+180.0%
HIMS vs JCI
+269.2%
-89.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.2% | -0.9% |
| 7D | -1.4% | +0.4% | -1.8% | -1.6% |
| 30D | -10.1% | -7.7% | -2.3% | -6.4% |
| 3M | -1.2% | +2.8% | -4.0% | -3.5% |
| 6M | +16.9% | +7.2% | +9.7% | +11.2% |
| YTD | -15.5% | +20.0% | -35.4% | -25.1% |
| 1Y | -42.6% | +33.3% | -75.8% | -51.9% |
| 3Y | +320.2% | +161.3% | +158.9% | +161.0% |
| 5Y | +215.0% | +108.8% | +106.3% | +104.0% |
| All | +180.0% | +269.2% | -89.2% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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