+331.4%
HIMS vs CCL
+55.0%
+276.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.5% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | -10.8% | -20.0% | +9.1% | +1.6% |
| 3M | +3.7% | -13.7% | +17.3% | +12.1% |
| 6M | +79.0% | -9.0% | +88.0% | +84.9% |
| YTD | -13.2% | -22.8% | +9.6% | -2.6% |
| 1Y | -43.3% | -25.3% | -17.9% | -36.0% |
| 3Y | +331.4% | +54.1% | +277.3% | +156.1% |
| All | +331.4% | +55.0% | +276.4% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling