+180.7%
HIMS vs CCJ
+931.3%
-750.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.5% |
| 7D | -0.7% | -4.0% | +3.3% | +0.8% |
| 30D | -8.2% | -2.4% | -5.8% | -7.3% |
| 3M | -4.7% | -2.3% | -2.4% | -3.6% |
| 6M | +6.3% | -16.2% | +22.5% | +12.9% |
| YTD | -15.3% | +5.7% | -20.9% | -17.7% |
| 1Y | -46.9% | +21.3% | -68.1% | -51.4% |
| 3Y | +321.3% | +159.4% | +161.9% | +187.8% |
| 5Y | +215.8% | +300.7% | -84.8% | +80.9% |
| All | +180.7% | +931.3% | -750.6% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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