+335.5%
CCEP vs HAS
+106.0%
+229.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.2% |
| 7D | +1.8% | +2.0% | -0.3% | +1.2% |
| 30D | +12.2% | +30.9% | -18.7% | +4.8% |
| 3M | +10.7% | +28.8% | -18.1% | +3.8% |
| 6M | +27.5% | +32.3% | -4.9% | +18.2% |
| YTD | +31.3% | +54.7% | -23.3% | +16.5% |
| 1Y | +29.9% | +63.2% | -33.3% | +13.5% |
| 3Y | +111.1% | +220.7% | -109.6% | +47.6% |
| 5Y | +142.3% | +53.3% | +89.0% | +109.0% |
| 10Y | +335.5% | +104.2% | +231.3% | +227.9% |
| All | +335.5% | +106.0% | +229.5% | +227.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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