+327.3%
HIMS vs CCJ
+172.7%
+154.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -0.3% |
| 7D | -2.7% | +4.2% | -6.9% | -4.6% |
| 30D | -12.2% | +3.2% | -15.4% | -13.3% |
| 3M | -3.7% | -1.8% | -1.9% | -2.9% |
| 6M | +25.9% | -13.5% | +39.4% | +32.6% |
| YTD | -14.1% | +9.7% | -23.8% | -18.5% |
| 1Y | -41.6% | +30.0% | -71.6% | -49.2% |
| All | +327.3% | +172.7% | +154.6% | +176.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling