+249.1%
JPM vs HIMS
+101.7%
+147.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.5% | -24.1% | +27.6% | +5.0% |
| 30D | +3.3% | -28.8% | +32.1% | +5.1% |
| 3M | -4.2% | -31.4% | +27.2% | -2.6% |
| 6M | +16.4% | -18.3% | +34.7% | +16.3% |
| YTD | +9.5% | -39.2% | +48.7% | +10.2% |
| 1Y | +14.0% | -45.3% | +59.3% | +15.5% |
| 3Y | +153.1% | +181.9% | -28.8% | +111.8% |
| 5Y | +134.9% | +166.6% | -31.7% | +90.3% |
| All | +249.1% | +101.7% | +147.3% | +111.7% |
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