+182.8%
HIMS vs JD
+1.9%
+180.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.9% |
| 7D | -3.9% | -1.7% | -2.2% | -3.5% |
| 30D | -12.4% | -13.2% | +0.7% | -9.0% |
| 3M | -1.1% | -3.2% | +2.1% | -0.4% |
| 6M | +68.4% | +15.2% | +53.2% | +61.3% |
| YTD | -14.7% | +2.0% | -16.6% | -15.6% |
| 1Y | -42.4% | -5.4% | -37.0% | -42.0% |
| 3Y | +304.5% | -9.1% | +313.6% | +294.7% |
| 5Y | +237.5% | -59.6% | +297.1% | +278.4% |
| All | +182.8% | +1.9% | +180.9% | +204.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling