-37.7%
HIMS vs FLR
+2.5%
-40.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +4.0% |
| 7D | -9.1% | +1.4% | -10.4% | -9.5% |
| 30D | -10.1% | -5.9% | -4.2% | -8.3% |
| 3M | -17.1% | -7.6% | -9.5% | -15.7% |
| 6M | -2.2% | -9.3% | +7.1% | -0.2% |
| YTD | -17.9% | +20.1% | -38.0% | -33.5% |
| 1Y | -37.7% | +3.0% | -40.7% | -41.1% |
| All | -37.7% | +2.5% | -40.2% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling