+176.5%
HIMS vs JOBY
-41.1%
+217.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.1% | +5.2% | +1.2% |
| 7D | -2.7% | -5.9% | +3.1% | -0.7% |
| 30D | -12.2% | -27.1% | +14.9% | -2.0% |
| 3M | -3.7% | -30.7% | +27.0% | +10.0% |
| 6M | +25.9% | -36.1% | +62.0% | +46.2% |
| YTD | -14.1% | -51.4% | +37.3% | +7.8% |
| 1Y | -41.6% | -52.2% | +10.5% | -27.3% |
| 3Y | +327.3% | -12.1% | +339.3% | +303.8% |
| 5Y | +207.9% | -31.1% | +239.1% | +160.4% |
| All | +176.5% | -41.1% | +217.6% | +155.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling