+146.0%
JNJ vs HIMS
+181.3%
-35.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.3% |
| 7D | -3.5% | -0.7% | -2.8% | -3.5% |
| 30D | +2.3% | -8.2% | +10.5% | +2.2% |
| 3M | +12.0% | -4.7% | +16.7% | +12.0% |
| 6M | +10.5% | +6.3% | +4.2% | +10.6% |
| YTD | +30.4% | -15.3% | +45.7% | +30.5% |
| 1Y | +52.1% | -46.9% | +99.0% | +52.0% |
| 3Y | +77.8% | +321.3% | -243.5% | +76.0% |
| 5Y | +82.9% | +215.8% | -133.0% | +78.8% |
| All | +146.0% | +181.3% | -35.3% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS 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 10y: compounded portfolio wealth divided by compounded HIMS 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…
10y analysis · Full analysis span regression · 6 months rolling