+172.0%
HIMS vs JOBY
-42.1%
+214.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.1% |
| 7D | -1.4% | -8.2% | +6.8% | +1.5% |
| 30D | -10.1% | -25.1% | +15.0% | -0.6% |
| 3M | -1.2% | -28.8% | +27.6% | +11.8% |
| 6M | +16.9% | -36.1% | +53.0% | +35.9% |
| YTD | -15.5% | -52.2% | +36.7% | +6.7% |
| 1Y | -42.6% | -52.4% | +9.8% | -28.3% |
| 3Y | +320.2% | -13.6% | +333.8% | +299.6% |
| 5Y | +215.0% | -32.2% | +247.2% | +168.0% |
| All | +172.0% | -42.1% | +214.1% | +153.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded JOBY 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling