+336.9%
CCEP vs HAS
+99.1%
+237.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.3% | -0.3% |
| 7D | -0.3% | +1.6% | -1.9% | -0.7% |
| 30D | +11.0% | +26.6% | -15.7% | +4.5% |
| 3M | +9.2% | +29.0% | -19.8% | +2.3% |
| 6M | +27.2% | +30.6% | -3.4% | +18.3% |
| YTD | +30.3% | +51.5% | -21.2% | +16.1% |
| 1Y | +28.7% | +58.5% | -29.8% | +13.3% |
| 3Y | +109.4% | +214.1% | -104.7% | +47.1% |
| 5Y | +144.1% | +50.2% | +93.9% | +111.5% |
| All | +336.9% | +99.1% | +237.9% | +232.8% |
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