+58.2%
HCA vs CCEP
+82.6%
-24.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | +2.9% | -5.7% | +8.7% | +4.8% |
| 30D | +2.4% | -3.4% | +5.8% | +3.4% |
| 3M | +13.0% | +5.5% | +7.5% | +11.2% |
| 6M | -21.4% | +2.2% | -23.6% | -22.1% |
| YTD | -9.5% | +14.6% | -24.1% | -13.5% |
| 1Y | +7.5% | +18.9% | -11.4% | +1.5% |
| All | +58.2% | +82.6% | -24.4% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling