+138.5%
HIMS vs CCEP
+139.0%
-0.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.1% | -16.7% | -16.6% |
| 7D | -25.6% | +5.4% | -30.9% | -26.9% |
| 30D | -38.1% | +12.8% | -50.9% | -40.8% |
| 3M | -39.8% | +10.9% | -50.7% | -42.2% |
| 6M | -32.3% | +25.6% | -58.0% | -38.5% |
| YTD | -41.1% | +31.0% | -72.1% | -47.5% |
| 1Y | -53.4% | +32.3% | -85.7% | -58.7% |
| 3Y | +180.9% | +110.5% | +70.4% | +88.6% |
| 5Y | +138.5% | +141.8% | -3.3% | +37.9% |
| All | +138.5% | +139.0% | -0.4% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling