+187.4%
HIMS vs FLR
+159.2%
+28.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.8% | +1.5% |
| 7D | -0.9% | +0.7% | -1.6% | -1.1% |
| 30D | -10.8% | -0.7% | -10.2% | -10.8% |
| 3M | +3.7% | +14.3% | -10.7% | +1.1% |
| 6M | +79.0% | +25.6% | +53.4% | +70.3% |
| YTD | -13.2% | +42.9% | -56.1% | -19.7% |
| 1Y | -43.3% | +38.7% | -82.0% | -46.9% |
| 3Y | +331.4% | +61.8% | +269.6% | +296.2% |
| 5Y | +230.2% | +254.1% | -23.9% | +185.6% |
| All | +187.4% | +159.2% | +28.3% | +150.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling