+254.7%
JPM vs HIMS
+180.6%
+74.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | -2.3% | -1.4% | -1.0% | -2.3% |
| 30D | -2.3% | -10.1% | +7.7% | -1.9% |
| 3M | +14.9% | -1.2% | +16.1% | +14.2% |
| 6M | +23.6% | +16.9% | +6.7% | +20.7% |
| YTD | +11.3% | -15.5% | +26.8% | +10.3% |
| 1Y | +19.9% | -42.6% | +62.5% | +21.3% |
| 3Y | +162.6% | +320.2% | -157.6% | +114.8% |
| 5Y | +154.6% | +215.0% | -60.4% | +104.6% |
| All | +254.7% | +180.6% | +74.2% | +111.8% |
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