+180.0%
HIMS vs JHX
+82.2%
+97.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.8% | -1.0% |
| 7D | -1.4% | -4.9% | +3.5% | -0.1% |
| 30D | -10.1% | -9.3% | -0.8% | -7.7% |
| 3M | -1.2% | +28.1% | -29.3% | -7.2% |
| 6M | +16.9% | +35.2% | -18.3% | +8.1% |
| YTD | -15.5% | +35.9% | -51.3% | -22.4% |
| 1Y | -42.6% | +42.5% | -85.1% | -48.0% |
| 3Y | +320.2% | -4.5% | +324.7% | +300.8% |
| 5Y | +215.0% | -27.1% | +242.1% | +203.7% |
| All | +180.0% | +82.2% | +97.8% | +153.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling