+230.1%
CCEP vs HALO
+979.6%
-749.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -2.8% | -2.7% | -0.1% | -2.5% |
| 30D | -4.0% | +5.3% | -9.3% | -4.6% |
| 3M | +5.2% | +51.6% | -46.4% | -0.2% |
| 6M | +2.7% | +61.3% | -58.5% | -3.5% |
| YTD | +14.5% | +59.3% | -44.8% | +7.6% |
| 1Y | +17.2% | +38.3% | -21.1% | +11.8% |
| 3Y | +79.3% | +185.9% | -106.5% | +52.1% |
| 5Y | +106.8% | +159.9% | -53.2% | +75.1% |
| All | +230.1% | +979.6% | -749.5% | +151.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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