+180.0%
HIMS vs FLUT
+6.1%
+173.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.5% |
| 7D | -1.4% | -3.6% | +2.2% | -0.4% |
| 30D | -10.1% | -0.3% | -9.7% | -10.2% |
| 3M | -1.2% | -12.6% | +11.4% | +1.6% |
| 6M | +16.9% | -8.0% | +24.9% | +18.4% |
| YTD | -15.5% | -54.1% | +38.6% | +2.2% |
| 1Y | -42.6% | -66.1% | +23.5% | -25.1% |
| 3Y | +320.2% | -45.0% | +365.2% | +386.4% |
| 5Y | +215.0% | -51.2% | +266.3% | +251.9% |
| All | +180.0% | +6.1% | +173.9% | +204.7% |
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