+141.5%
HIMS vs FLR
+112.0%
+29.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.5% |
| 7D | -24.1% | +5.4% | -29.5% | -26.4% |
| 30D | -28.8% | +2.8% | -31.7% | -30.1% |
| 3M | -31.4% | -6.4% | -25.0% | -30.1% |
| 6M | -18.3% | +8.8% | -27.0% | -22.5% |
| YTD | -39.2% | +23.6% | -62.8% | -47.8% |
| 1Y | -45.3% | +13.8% | -59.1% | -51.0% |
| 3Y | +181.9% | +36.5% | +145.4% | +126.8% |
| All | +141.5% | +112.0% | +29.5% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling