+230.2%
HIMS vs CCL
0.0%
+230.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.3% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | -10.8% | -20.0% | +9.1% | -1.2% |
| 3M | +3.7% | -13.7% | +17.3% | +10.4% |
| 6M | +79.0% | -9.0% | +88.0% | +84.6% |
| YTD | -13.2% | -22.8% | +9.6% | -4.5% |
| 1Y | -43.3% | -25.3% | -17.9% | -37.4% |
| 3Y | +331.4% | +54.1% | +277.3% | +238.1% |
| 5Y | +230.2% | +3.5% | +226.8% | +187.3% |
| All | +230.2% | 0.0% | +230.2% | +187.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling