+95.2%
HIMS vs FLUT
-11.3%
+106.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.6% | -17.2% | -16.8% |
| 7D | -25.6% | -1.5% | -24.1% | -25.4% |
| 30D | -38.1% | +3.4% | -41.6% | -39.0% |
| 3M | -39.8% | -12.5% | -27.3% | -38.4% |
| 6M | -32.3% | -18.5% | -13.9% | -30.1% |
| YTD | -41.1% | -61.6% | +20.5% | -26.0% |
| 1Y | -53.4% | -64.1% | +10.7% | -40.4% |
| 3Y | +180.9% | -44.5% | +225.4% | +225.4% |
| 5Y | +138.5% | -51.3% | +189.8% | +170.5% |
| All | +95.2% | -11.3% | +106.5% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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