+149.3%
JNJ vs HIMS
+188.0%
-38.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.2% |
| 7D | -0.8% | -0.9% | +0.2% | -0.8% |
| 30D | +4.3% | -10.8% | +15.1% | +4.2% |
| 3M | +16.5% | +3.7% | +12.8% | +16.6% |
| 6M | +13.1% | +79.0% | -65.8% | +13.6% |
| YTD | +32.1% | -13.2% | +45.4% | +32.2% |
| 1Y | +54.5% | -43.3% | +97.7% | +54.4% |
| 3Y | +82.5% | +331.4% | -248.9% | +80.7% |
| 5Y | +80.0% | +230.2% | -150.2% | +76.1% |
| All | +149.3% | +188.0% | -38.8% | +101.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling