+182.8%
HIMS vs FLEX
+1,223.5%
-1,040.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -1.0% |
| 7D | -3.9% | -0.9% | -3.0% | -3.6% |
| 30D | -12.4% | -10.1% | -2.3% | -9.2% |
| 3M | -1.1% | -31.3% | +30.3% | +12.3% |
| 6M | +68.4% | +71.3% | -2.8% | +28.6% |
| YTD | -14.7% | +81.2% | -95.9% | -36.9% |
| 1Y | -42.4% | +98.5% | -140.9% | -58.7% |
| 3Y | +304.5% | +428.2% | -123.7% | +108.3% |
| 5Y | +237.5% | +657.3% | -419.8% | +54.4% |
| All | +182.8% | +1,223.5% | -1,040.7% | +25.5% |
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