+182.8%
HIMS vs ACGL
+155.7%
+27.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | -3.9% | -0.7% | -3.2% | -3.9% |
| 30D | -12.4% | -1.0% | -11.4% | -12.4% |
| 3M | -1.1% | +11.0% | -12.1% | -2.8% |
| 6M | +68.4% | -0.3% | +68.8% | +67.8% |
| YTD | -14.7% | +2.3% | -16.9% | -15.3% |
| 1Y | -42.4% | +6.4% | -48.8% | -43.3% |
| 3Y | +304.5% | +34.0% | +270.6% | +278.5% |
| 5Y | +237.5% | +161.6% | +75.9% | +187.9% |
| All | +182.8% | +155.7% | +27.0% | +139.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling