-42.4%
HIMS vs CCEP
+24.3%
-66.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -1.1% |
| 7D | -3.9% | -3.1% | -0.9% | -4.6% |
| 30D | -12.4% | -2.6% | -9.9% | -12.7% |
| 3M | -1.1% | +14.9% | -16.0% | +0.2% |
| 6M | +68.4% | +2.3% | +66.2% | +62.9% |
| YTD | -14.7% | +17.8% | -32.5% | -7.0% |
| 1Y | -42.4% | +24.2% | -66.6% | -33.5% |
| All | -42.4% | +24.3% | -66.7% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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