+230.2%
HIMS vs FLUT
-50.1%
+280.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | -0.9% | +3.8% | -4.8% | -2.2% |
| 30D | -10.8% | +6.3% | -17.1% | -13.0% |
| 3M | +3.7% | -4.0% | +7.7% | +4.0% |
| 6M | +79.0% | -10.3% | +89.3% | +82.7% |
| YTD | -13.2% | -53.2% | +39.9% | +9.7% |
| 1Y | -43.3% | -65.0% | +21.8% | -21.3% |
| 3Y | +331.4% | -43.9% | +375.3% | +414.8% |
| 5Y | +230.2% | -49.2% | +279.5% | +273.9% |
| All | +230.2% | -50.1% | +280.4% | +273.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling