-37.4%
HIMS vs ACGL
+22.6%
-60.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.0% | +11.0% | +5.8% |
| 7D | -6.1% | +0.9% | -6.9% | -5.2% |
| 30D | -12.0% | +13.7% | -25.7% | -2.6% |
| 3M | -12.3% | +8.0% | -20.4% | -6.2% |
| 6M | -3.3% | +13.3% | -16.6% | +8.4% |
| YTD | -19.9% | +11.8% | -31.8% | -6.7% |
| 1Y | -37.4% | +22.2% | -59.6% | -20.8% |
| All | -37.4% | +22.6% | -60.0% | -20.8% |
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