+256.9%
HL vs CCEP
+236.1%
+20.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -4.4% | -2.8% | -1.5% | -3.4% |
| 30D | +9.3% | -4.0% | +13.3% | +10.7% |
| 3M | +32.0% | +5.2% | +26.8% | +29.1% |
| 6M | -6.4% | +2.7% | -9.1% | -7.9% |
| YTD | +3.1% | +14.5% | -11.4% | -2.7% |
| 1Y | +77.6% | +17.2% | +60.4% | +65.5% |
| 3Y | +392.8% | +79.3% | +313.5% | +290.9% |
| 5Y | +234.1% | +106.8% | +127.3% | +148.8% |
| All | +256.9% | +236.1% | +20.8% | +150.5% |
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