+636.8%
HLT vs CCEP
+380.7%
+256.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +2.0% |
| 7D | -1.5% | -3.7% | +2.2% | +0.2% |
| 30D | -1.2% | -2.1% | +0.8% | -0.4% |
| 3M | -10.3% | +7.2% | -17.5% | -13.4% |
| 6M | +1.3% | +3.3% | -2.0% | -0.7% |
| YTD | +7.0% | +15.7% | -8.7% | -0.6% |
| 1Y | +11.9% | +16.6% | -4.7% | +3.4% |
| 3Y | +100.7% | +84.3% | +16.4% | +46.6% |
| 5Y | +147.5% | +109.0% | +38.5% | +67.3% |
| 10Y | +586.5% | +238.1% | +348.4% | +263.3% |
| All | +636.8% | +380.7% | +256.1% | +245.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling