+210.1%
HIMS vs JOBY
-32.0%
+242.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.2% |
| 7D | -0.7% | -5.2% | +4.5% | +1.2% |
| 30D | -8.2% | -19.7% | +11.5% | -0.2% |
| 3M | -4.7% | -31.7% | +27.0% | +10.8% |
| 6M | +6.3% | -37.5% | +43.8% | +26.0% |
| YTD | -15.3% | -51.6% | +36.3% | +8.7% |
| 1Y | -46.9% | -53.3% | +6.4% | -32.1% |
| 3Y | +321.3% | -12.2% | +333.5% | +290.2% |
| All | +210.1% | -32.0% | +242.2% | +169.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling