+302.3%
CCEP vs HAS
+106.1%
+196.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.8% |
| 7D | +1.7% | +2.2% | -0.5% | +1.1% |
| 30D | +12.7% | +29.6% | -16.9% | +5.6% |
| 3M | +8.5% | +30.3% | -21.8% | +1.4% |
| 6M | +25.6% | +25.6% | -0.1% | +18.0% |
| YTD | +30.9% | +50.8% | -19.9% | +16.9% |
| 1Y | +32.0% | +63.0% | -31.1% | +15.4% |
| 3Y | +110.9% | +211.6% | -100.6% | +48.7% |
| 5Y | +138.5% | +50.4% | +88.1% | +106.6% |
| 10Y | +302.3% | +101.9% | +200.4% | +203.1% |
| All | +302.3% | +106.1% | +196.2% | +203.1% |
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