When you perform a multitude of comic voices, it’s easy for your own to get lost.

It’s an occupational hazard for a skilled impressionist like Darrell Hammond, a “Saturday Night Live” stalwart for 14 years who never became a breakout star. In “Cracked Up,” a slickly constructed new documentary about his life, Hammond, who describes his face as so bland that it becomes a canvas for so many others, emerges as a riveting, eccentric character: Fragile, lyrical and haunted, like a doomed figure out of Tennessee Williams.

This isn’t your typical show business documentary. Its interest in comedy is limited — that Alec Baldwin was recruited to replace Hammond as Donald Trump on “S.N.L.,” the subject of a buzzed-about 2017 Washington Post profile, isn’t mentioned.

The film’s director, Michelle Esrick, begins and ends with close-ups of Hammond walking outside his childhood home in Melbourne, Fla., speaking soberly, with an odd elusiveness, about his upbringing. He goes on to describe struggles with depression, self -harm, romance and even sleep. Early on, he describes a scene of his mother staring at him like someone trying to “figure out the plot of a movie.” We’re doing the same thing, and the film keeps the question of the source of Hammond’s gloom hanging there, teasing out suspense , slowing arriving at an answer. It helps that he is a performer with a melodramatic streak. Describing his family, he says in a slight drawl: “Where I come from, the archenemy, the fiend, is the truth.”

Esrick keeps such a tight focus on Hammond, with few talking heads, that the documentary can feel slightly claustrophobic and even grim, like a therapy session that is about to reach a breakthrough. At times, you want to hear from more perspectives. (We do see a few scenes of Hammond talking to a childhood friend.) But while “Cracked Up” belongs to the sad clown genre, it’s not a simplistic love letter.