+112.3%
HIMS vs CCEP
+156.9%
-44.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.3% | +8.5% | +8.7% |
| 7D | -21.9% | +1.8% | -23.7% | -22.3% |
| 30D | -32.1% | +12.2% | -44.3% | -34.0% |
| 3M | -31.8% | +10.7% | -42.5% | -33.6% |
| 6M | -28.6% | +27.5% | -56.1% | -33.1% |
| YTD | -35.9% | +31.3% | -67.3% | -40.4% |
| 1Y | -47.6% | +29.9% | -77.6% | -51.2% |
| 3Y | +205.6% | +111.1% | +94.5% | +147.8% |
| 5Y | +170.3% | +142.3% | +27.9% | +108.0% |
| All | +112.3% | +156.9% | -44.5% | +57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling