+108.7%
CCEP vs HBM
+369.9%
-261.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.8% | -5.0% | +0.3% |
| 7D | -1.0% | +7.4% | -8.3% | -1.6% |
| 30D | -1.6% | +5.1% | -6.7% | -2.1% |
| 3M | +11.9% | +11.1% | +0.7% | +10.4% |
| 6M | +7.5% | +30.2% | -22.8% | +3.6% |
| YTD | +18.7% | +46.2% | -27.5% | +12.7% |
| 1Y | +21.4% | +120.0% | -98.6% | +9.9% |
| 3Y | +89.1% | +527.4% | -438.3% | +45.7% |
| 5Y | +108.7% | +400.4% | -291.7% | +56.7% |
| All | +108.7% | +369.9% | -261.2% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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