+184.7%
HIMS vs FLEX
+1,261.8%
-1,077.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | -0.4% |
| 7D | -2.7% | +6.4% | -9.1% | -5.0% |
| 30D | -12.2% | -5.9% | -6.3% | -10.5% |
| 3M | -3.7% | -23.5% | +19.7% | +4.9% |
| 6M | +25.9% | +83.7% | -57.8% | -6.7% |
| YTD | -14.1% | +86.5% | -100.6% | -37.1% |
| 1Y | -41.6% | +100.5% | -142.1% | -58.3% |
| 3Y | +327.3% | +469.8% | -142.6% | +114.6% |
| 5Y | +207.9% | +725.7% | -517.7% | +38.3% |
| All | +184.7% | +1,261.8% | -1,077.1% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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