+314.0%
HIMS vs JD
+16.8%
+297.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.6% | +6.4% | +7.6% |
| 7D | -6.1% | +13.4% | -19.4% | -9.4% |
| 30D | -12.0% | +7.7% | -19.7% | -13.8% |
| 3M | -12.3% | -11.3% | -1.1% | -9.5% |
| 6M | -3.3% | -5.1% | +1.9% | -2.6% |
| YTD | -19.9% | +5.0% | -25.0% | -21.6% |
| 1Y | -37.4% | -5.6% | -31.7% | -37.0% |
| 3Y | +314.0% | +17.8% | +296.2% | +296.8% |
| All | +314.0% | +16.8% | +297.2% | +296.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling