+10.8%
HD vs CCEP
+105.1%
-94.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +2.0% |
| 7D | -2.1% | -3.1% | +1.0% | -1.0% |
| 30D | -8.4% | -2.6% | -5.8% | -7.6% |
| 3M | +4.3% | +14.9% | -10.6% | -0.8% |
| 6M | -11.1% | +2.3% | -13.4% | -12.2% |
| YTD | -4.7% | +17.8% | -22.5% | -10.2% |
| 1Y | -19.8% | +24.2% | -44.0% | -25.9% |
| 3Y | +4.1% | +84.7% | -80.6% | -17.6% |
| All | +10.8% | +105.1% | -94.3% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling