+141.8%
CCEP vs HAS
+51.6%
+90.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | -0.1% |
| 7D | +5.4% | +3.3% | +2.1% | +4.8% |
| 30D | +12.8% | +30.5% | -17.8% | +7.3% |
| 3M | +10.9% | +29.9% | -19.0% | +5.6% |
| 6M | +25.6% | +26.5% | -0.9% | +19.9% |
| YTD | +31.0% | +51.9% | -21.0% | +20.4% |
| 1Y | +32.3% | +60.9% | -28.6% | +20.1% |
| 3Y | +110.5% | +215.0% | -104.5% | +57.3% |
| 5Y | +141.8% | +51.5% | +90.3% | +141.3% |
| All | +141.8% | +51.6% | +90.2% | +141.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling