+165.3%
HIMS vs ACGL
+179.7%
-14.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.0% | +11.0% | +8.4% |
| 7D | -6.1% | +0.9% | -6.9% | -6.2% |
| 30D | -12.0% | +13.7% | -25.7% | -13.3% |
| 3M | -12.3% | +8.0% | -20.4% | -13.2% |
| 6M | -3.3% | +13.3% | -16.6% | -5.2% |
| YTD | -19.9% | +11.8% | -31.8% | -21.4% |
| 1Y | -37.4% | +22.2% | -59.6% | -39.4% |
| 3Y | +314.0% | +32.5% | +281.5% | +290.4% |
| 5Y | +212.1% | +160.2% | +51.9% | +165.3% |
| All | +165.3% | +179.7% | -14.4% | +122.2% |
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