+184.7%
HIMS vs JD
-2.7%
+187.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.3% |
| 7D | -2.7% | -3.0% | +0.3% | -1.9% |
| 30D | -12.2% | -19.3% | +7.1% | -6.9% |
| 3M | -3.7% | -6.0% | +2.3% | -2.3% |
| 6M | +25.9% | +1.8% | +24.1% | +24.5% |
| YTD | -14.1% | -2.6% | -11.5% | -14.0% |
| 1Y | -41.6% | -17.4% | -24.2% | -39.0% |
| 3Y | +327.3% | -8.6% | +335.9% | +316.2% |
| 5Y | +207.9% | -61.6% | +269.6% | +249.8% |
| All | +184.7% | -2.7% | +187.4% | +210.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling