+321.3%
HIMS vs JHX
-4.5%
+325.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.1% |
| 7D | -0.7% | -6.3% | +5.6% | +1.3% |
| 30D | -8.2% | -7.7% | -0.5% | -5.9% |
| 3M | -4.7% | +19.2% | -23.9% | -9.6% |
| 6M | +6.3% | +38.3% | -32.0% | -3.8% |
| YTD | -15.3% | +37.2% | -52.5% | -23.7% |
| 1Y | -46.9% | +42.3% | -89.1% | -52.8% |
| 3Y | +321.3% | -4.4% | +325.7% | +311.1% |
| All | +321.3% | -4.5% | +325.7% | +311.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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