+309.9%
HIMS vs FLUT
-41.5%
+351.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.4% |
| 7D | -3.9% | -1.6% | -2.3% | -3.4% |
| 30D | -12.4% | +7.7% | -20.2% | -15.2% |
| 3M | -1.1% | -0.7% | -0.4% | -2.1% |
| 6M | +68.4% | -11.2% | +79.6% | +72.9% |
| YTD | -14.7% | -53.4% | +38.8% | +12.2% |
| 1Y | -42.4% | -65.8% | +23.4% | -15.0% |
| All | +309.9% | -41.5% | +351.4% | +427.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling