+101.3%
HIMS vs CCL
-39.2%
+140.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -24.1% | -1.2% | -22.9% | -24.0% |
| 30D | -28.8% | +13.1% | -42.0% | -31.1% |
| 3M | -31.4% | +3.4% | -34.8% | -32.4% |
| 6M | -18.3% | +18.7% | -37.0% | -22.4% |
| YTD | -39.2% | -2.3% | -37.0% | -39.8% |
| 1Y | -45.3% | +14.2% | -59.5% | -48.1% |
| 3Y | +181.9% | +133.6% | +48.3% | +133.8% |
| 5Y | +166.6% | +33.5% | +133.1% | +124.1% |
| All | +101.3% | -39.2% | +140.5% | +71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling