-42.4%
HIMS vs JD
-5.6%
-36.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -1.2% |
| 7D | -3.9% | -1.7% | -2.2% | -3.3% |
| 30D | -12.4% | -13.2% | +0.7% | -7.4% |
| 3M | -1.1% | -3.2% | +2.1% | -0.2% |
| 6M | +68.4% | +15.2% | +53.2% | +53.8% |
| YTD | -14.7% | +2.0% | -16.6% | -17.8% |
| 1Y | -42.4% | -5.4% | -37.0% | -39.3% |
| All | -42.4% | -5.6% | -36.8% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 1y: compounded portfolio wealth divided by compounded JD 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…
1y analysis · Full analysis span regression · 6 months rolling