+5.7%
ACN vs HIMS
+181.3%
-175.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.4% |
| 7D | -1.5% | -0.7% | -0.8% | -1.5% |
| 30D | +2.1% | -8.2% | +10.3% | +2.4% |
| 3M | +11.1% | -4.7% | +15.8% | +10.4% |
| 6M | -6.8% | +6.3% | -13.1% | -8.6% |
| YTD | -30.0% | -15.3% | -14.8% | -30.7% |
| 1Y | -23.1% | -46.9% | +23.7% | -21.9% |
| 3Y | -40.4% | +321.3% | -361.7% | -53.4% |
| 5Y | -41.6% | +215.8% | -257.4% | -56.0% |
| All | +5.7% | +181.3% | -175.6% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS 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 HIMS 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