+141.5%
HIMS vs ACGL
+173.3%
-31.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -24.1% | +2.2% | -26.3% | -24.3% |
| 30D | -28.8% | +12.3% | -41.1% | -30.0% |
| 3M | -31.4% | +11.8% | -43.2% | -32.6% |
| 6M | -18.3% | +17.5% | -35.7% | -21.0% |
| YTD | -39.2% | +14.3% | -53.5% | -40.9% |
| 1Y | -45.3% | +18.2% | -63.4% | -47.3% |
| 3Y | +181.9% | +33.2% | +148.7% | +152.5% |
| All | +141.5% | +173.3% | -31.8% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling