-49.4%
HIMS vs FLUT
-64.7%
+15.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.1% | -1.1% | -4.3% |
| 7D | -18.0% | -1.2% | -16.8% | -17.8% |
| 30D | -33.6% | +5.0% | -38.6% | -34.7% |
| 3M | -34.2% | -16.4% | -17.7% | -31.4% |
| 6M | -21.2% | -14.6% | -6.6% | -19.1% |
| YTD | -39.2% | -61.9% | +22.6% | -17.6% |
| 1Y | -49.4% | -65.0% | +15.6% | -28.6% |
| All | -49.4% | -64.7% | +15.3% | -28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling