+331.4%
HIMS vs CCEP
+89.4%
+241.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +0.9% | +1.6% |
| 7D | -0.9% | -1.0% | 0.0% | -0.9% |
| 30D | -10.8% | -1.6% | -9.2% | -10.8% |
| 3M | +3.7% | +11.9% | -8.2% | +2.1% |
| 6M | +79.0% | +7.5% | +71.5% | +77.4% |
| YTD | -13.2% | +18.7% | -32.0% | -14.5% |
| 1Y | -43.3% | +21.4% | -64.7% | -44.3% |
| 3Y | +331.4% | +89.1% | +242.3% | +259.7% |
| All | +331.4% | +89.4% | +241.9% | +259.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling