+101.3%
HIMS vs JCI
+261.2%
-159.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +1.2% |
| 7D | -24.1% | +3.2% | -27.3% | -25.6% |
| 30D | -28.8% | -8.6% | -20.2% | -25.7% |
| 3M | -31.4% | -7.7% | -23.7% | -29.2% |
| 6M | -18.3% | -2.6% | -15.7% | -18.5% |
| YTD | -39.2% | +17.4% | -56.6% | -45.9% |
| 1Y | -45.3% | +16.9% | -62.2% | -51.2% |
| 3Y | +181.9% | +186.7% | -4.9% | +68.3% |
| 5Y | +166.6% | +95.4% | +71.3% | +74.5% |
| All | +101.3% | +261.2% | -159.8% | +21.2% |
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