+1.2%
HAL vs CCEP
+244.1%
-242.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -1.1% |
| 7D | +0.5% | -1.0% | +1.4% | +0.9% |
| 30D | +15.9% | -1.6% | +17.5% | +16.6% |
| 3M | -8.7% | +11.9% | -20.6% | -14.8% |
| 6M | +9.0% | +7.5% | +1.6% | +3.2% |
| YTD | +32.0% | +18.7% | +13.3% | +17.9% |
| 1Y | +72.5% | +21.4% | +51.1% | +51.3% |
| 3Y | -4.5% | +89.1% | -93.7% | -37.5% |
| 5Y | +109.7% | +108.7% | +1.0% | +24.6% |
| 10Y | +1.2% | +241.0% | -239.8% | -47.7% |
| All | +1.2% | +244.1% | -242.9% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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