-43.3%
HIMS vs ACGL
+2.4%
-45.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +0.1% |
| 7D | -0.9% | -2.9% | +2.0% | -2.7% |
| 30D | -10.8% | -2.8% | -8.0% | -12.2% |
| 3M | +3.7% | +6.8% | -3.1% | +6.8% |
| 6M | +79.0% | -1.5% | +80.5% | +80.8% |
| YTD | -13.2% | -0.2% | -13.0% | -10.1% |
| 1Y | -43.3% | +5.3% | -48.5% | -40.5% |
| All | -43.3% | +2.4% | -45.6% | -40.5% |
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