+180.7%
HIMS vs CCL
-52.9%
+233.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -1.0% | -0.1% |
| 7D | -0.7% | -3.2% | +2.5% | +0.1% |
| 30D | -8.2% | -17.8% | +9.6% | -3.7% |
| 3M | -4.7% | -18.7% | +14.0% | +0.1% |
| 6M | +6.3% | -11.4% | +17.7% | +9.1% |
| YTD | -15.3% | -24.3% | +9.0% | -10.1% |
| 1Y | -46.9% | -28.8% | -18.0% | -43.1% |
| 3Y | +321.3% | +49.3% | +272.0% | +286.2% |
| 5Y | +215.8% | +1.6% | +214.2% | +184.7% |
| All | +180.7% | -52.9% | +233.6% | +156.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling