+314.0%
HIMS vs ACGL
+31.5%
+282.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.0% | +11.0% | +7.7% |
| 7D | -6.1% | +0.9% | -6.9% | -5.9% |
| 30D | -12.0% | +13.7% | -25.7% | -10.7% |
| 3M | -12.3% | +8.0% | -20.4% | -11.4% |
| 6M | -3.3% | +13.3% | -16.6% | -2.1% |
| YTD | -19.9% | +11.8% | -31.8% | -18.7% |
| 1Y | -37.4% | +22.2% | -59.6% | -37.0% |
| 3Y | +314.0% | +32.5% | +281.5% | +315.4% |
| All | +314.0% | +31.5% | +282.5% | +315.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling