+134.1%
HIMS vs ACGL
+181.9%
-47.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.8% | -12.6% | -11.8% |
| 7D | -9.1% | -1.1% | -8.0% | -9.0% |
| 30D | -25.8% | +13.1% | -38.9% | -26.8% |
| 3M | -27.4% | +9.8% | -37.2% | -28.2% |
| 6M | -18.9% | +15.3% | -34.1% | -20.6% |
| YTD | -29.4% | +12.7% | -42.1% | -30.7% |
| 1Y | -44.1% | +20.7% | -64.8% | -45.8% |
| 3Y | +246.0% | +34.3% | +211.7% | +225.7% |
| 5Y | +177.1% | +170.6% | +6.5% | +134.7% |
| All | +134.1% | +181.9% | -47.8% | +95.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling