-37.7%
HIMS vs ACGL
+28.7%
-66.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.1% | +5.7% |
| 7D | -9.1% | +8.0% | -17.1% | -3.5% |
| 30D | -10.1% | +17.3% | -27.4% | +1.7% |
| 3M | -17.1% | +11.2% | -28.3% | -9.4% |
| 6M | -2.2% | +18.2% | -20.4% | +12.3% |
| YTD | -17.9% | +15.4% | -33.3% | -2.2% |
| 1Y | -37.7% | +26.5% | -64.2% | -19.7% |
| All | -37.7% | +28.7% | -66.4% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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