+2,640.6%
CCEP vs HBM
+470.7%
+2,169.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.8% | -1.3% | +3.0% | +1.8% |
| 30D | +12.2% | -14.8% | +27.0% | +13.9% |
| 3M | +10.7% | -20.7% | +31.4% | +13.0% |
| 6M | +27.5% | -13.9% | +41.4% | +27.6% |
| YTD | +31.3% | +10.6% | +20.7% | +26.6% |
| 1Y | +29.9% | +32.4% | -2.5% | +22.4% |
| 3Y | +111.1% | +432.0% | -320.9% | +62.3% |
| 5Y | +142.3% | +205.5% | -63.1% | +92.8% |
| 10Y | +335.5% | +291.1% | +44.4% | +196.7% |
| All | +2,640.6% | +470.7% | +2,169.9% | +1,486.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling