In this work we investigate intra-day patterns of activity on a population of 7,261 users of mobile health wearable devices and apps. We show that: (1) using intra-day step and sleep data recorded from passive trackers significantly improves classification performance on self-reported chronic conditions related to mental health and nervous system disorders, (2) Convolutional Neural Networks achieve top classification performance vs. baseline models when trained directly on multivariate time series of activity data, and (3) jointly predicting all condition classes via multi-task learning can be leveraged to extract features that generalize across data sets and achieve the highest classification performance.