+101.3%
HIMS vs FLR
+124.2%
-22.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -24.1% | +5.4% | -29.5% | -25.1% |
| 30D | -28.8% | +2.8% | -31.7% | -29.4% |
| 3M | -31.4% | -6.4% | -25.0% | -30.8% |
| 6M | -18.3% | +8.8% | -27.0% | -19.8% |
| YTD | -39.2% | +23.6% | -62.8% | -42.4% |
| 1Y | -45.3% | +13.8% | -59.1% | -47.3% |
| 3Y | +181.9% | +36.5% | +145.4% | +166.2% |
| 5Y | +166.6% | +119.3% | +47.3% | +140.6% |
| All | +101.3% | +124.2% | -22.9% | +79.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling