+83.4%
JNJ vs HIMS
+202.2%
-118.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | -0.3% |
| 7D | -4.3% | -1.4% | -3.0% | -4.4% |
| 30D | +3.0% | -10.1% | +13.1% | +2.9% |
| 3M | +12.2% | -1.2% | +13.5% | +12.3% |
| 6M | +10.5% | +16.9% | -6.5% | +10.6% |
| YTD | +30.8% | -15.5% | +46.3% | +30.8% |
| 1Y | +54.9% | -42.6% | +97.5% | +54.8% |
| 3Y | +80.7% | +320.2% | -239.6% | +75.4% |
| 5Y | +83.4% | +215.0% | -131.6% | +73.5% |
| All | +83.4% | +202.2% | -118.8% | +73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling