-47.6%
HIMS vs CCEP
+31.1%
-78.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.3% | +8.5% | +8.8% |
| 7D | -21.9% | +1.8% | -23.7% | -21.8% |
| 30D | -32.1% | +12.2% | -44.3% | -31.9% |
| 3M | -31.8% | +10.7% | -42.5% | -31.9% |
| 6M | -28.6% | +27.5% | -56.1% | -29.9% |
| YTD | -35.9% | +31.3% | -67.3% | -31.2% |
| 1Y | -47.6% | +29.9% | -77.6% | -43.6% |
| All | -47.6% | +31.1% | -78.8% | -43.6% |
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