+25.9%
HIMS vs FLNC
-30.5%
+56.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.3% | +7.4% | +1.0% |
| 7D | -2.7% | -4.2% | +1.4% | -1.9% |
| 30D | -12.2% | -20.0% | +7.8% | -7.6% |
| 3M | -3.7% | -56.9% | +53.1% | +12.5% |
| 6M | +25.9% | -35.5% | +61.4% | +53.1% |
| All | +25.9% | -30.5% | +56.4% | +53.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling