+259.8%
JPM vs HIMS
+183.3%
+76.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +0.3% | -3.9% | +4.2% | +0.5% |
| 30D | -0.2% | -12.4% | +12.3% | +0.4% |
| 3M | +15.9% | -1.1% | +16.9% | +15.1% |
| 6M | +20.9% | +68.4% | -47.5% | +14.8% |
| YTD | +12.9% | -14.7% | +27.5% | +11.8% |
| 1Y | +20.3% | -42.4% | +62.7% | +21.7% |
| 3Y | +160.9% | +304.5% | -143.6% | +114.2% |
| 5Y | +154.8% | +237.5% | -82.7% | +104.0% |
| All | +259.8% | +183.3% | +76.5% | +114.7% |
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 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