+246.9%
HIMS vs FLNC
-71.1%
+318.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | -0.6% |
| 7D | -1.4% | -5.0% | +3.6% | -0.3% |
| 30D | -10.1% | -26.1% | +16.0% | -3.3% |
| 3M | -1.2% | -55.2% | +54.0% | +18.6% |
| 6M | +16.9% | -42.6% | +59.5% | +25.8% |
| YTD | -15.5% | -51.0% | +35.5% | -8.6% |
| 1Y | -42.6% | +43.3% | -85.9% | -54.5% |
| 3Y | +320.2% | -63.4% | +383.6% | +293.7% |
| All | +246.9% | -71.1% | +318.0% | +207.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling