+321.3%
HIMS vs FLNC
-62.9%
+384.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.3% |
| 7D | -0.7% | -4.1% | +3.3% | 0.0% |
| 30D | -8.2% | -24.8% | +16.6% | -2.8% |
| 3M | -4.7% | -59.1% | +54.4% | +12.8% |
| 6M | +6.3% | -42.0% | +48.3% | +13.9% |
| YTD | -15.3% | -49.8% | +34.5% | -9.1% |
| 1Y | -46.9% | +43.1% | -89.9% | -53.9% |
| 3Y | +321.3% | -61.0% | +382.2% | +293.0% |
| All | +321.3% | -62.9% | +384.1% | +293.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 3y: compounded portfolio wealth divided by compounded FLNC 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…
3y analysis · Full analysis span regression · 6 months rolling