+141.5%
HIMS vs FLEX
+421.8%
-280.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +2.0% |
| 7D | -24.1% | +7.5% | -31.6% | -27.5% |
| 30D | -28.8% | -25.3% | -3.5% | -19.5% |
| 3M | -31.4% | -39.7% | +8.3% | -14.2% |
| 6M | -18.3% | -47.9% | +29.6% | +7.4% |
| YTD | -39.2% | +24.1% | -63.3% | -56.6% |
| 1Y | -45.3% | +26.0% | -71.2% | -61.6% |
| 3Y | +181.9% | +282.7% | -100.8% | -5.6% |
| All | +141.5% | +421.8% | -280.3% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling