-37.7%
HIMS vs CCL
+17.9%
-55.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.3% | -3.5% | +1.4% |
| 7D | -9.1% | +11.6% | -20.7% | -12.5% |
| 30D | -10.1% | +22.5% | -32.7% | -16.0% |
| 3M | -17.1% | +6.4% | -23.5% | -18.8% |
| 6M | -2.2% | +23.4% | -25.6% | -9.0% |
| YTD | -17.9% | +4.2% | -22.1% | -23.5% |
| 1Y | -37.7% | +21.9% | -59.6% | -41.9% |
| All | -37.7% | +17.9% | -55.6% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 1y: compounded portfolio wealth divided by compounded CCL 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…
1y analysis · Full analysis span regression · 6 months rolling