+182.8%
HIMS vs FLUT
+7.6%
+175.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.2% |
| 7D | -3.9% | -1.6% | -2.3% | -3.5% |
| 30D | -12.4% | +7.7% | -20.2% | -14.5% |
| 3M | -1.1% | -0.7% | -0.4% | -1.7% |
| 6M | +68.4% | -11.2% | +79.6% | +71.7% |
| YTD | -14.7% | -53.4% | +38.8% | +2.8% |
| 1Y | -42.4% | -65.8% | +23.4% | -25.1% |
| 3Y | +304.5% | -44.9% | +349.5% | +367.5% |
| 5Y | +237.5% | -49.7% | +287.2% | +274.8% |
| All | +182.8% | +7.6% | +175.1% | +206.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling