+101.3%
HIMS vs FLEX
+806.2%
-704.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +1.5% |
| 7D | -24.1% | +7.5% | -31.6% | -26.6% |
| 30D | -28.8% | -25.3% | -3.5% | -21.9% |
| 3M | -31.4% | -39.7% | +8.3% | -18.9% |
| 6M | -18.3% | -47.9% | +29.6% | +0.5% |
| YTD | -39.2% | +24.1% | -63.3% | -49.2% |
| 1Y | -45.3% | +26.0% | -71.2% | -54.6% |
| 3Y | +181.9% | +282.7% | -100.8% | +61.9% |
| 5Y | +166.6% | +424.2% | -257.6% | +37.8% |
| All | +101.3% | +806.2% | -704.9% | +1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling