+101.3%
HIMS vs CCJ
+654.5%
-553.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.6% |
| 7D | -24.1% | -0.8% | -23.3% | -23.9% |
| 30D | -28.8% | -13.2% | -15.6% | -24.7% |
| 3M | -31.4% | -27.6% | -3.8% | -22.3% |
| 6M | -18.3% | -38.7% | +20.4% | -1.8% |
| YTD | -39.2% | -22.7% | -16.5% | -33.4% |
| 1Y | -45.3% | -17.6% | -27.7% | -41.4% |
| 3Y | +181.9% | +62.7% | +119.2% | +128.9% |
| 5Y | +166.6% | +159.7% | +6.9% | +77.8% |
| All | +101.3% | +654.5% | -553.1% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling