+96.7%
HST vs CCEP
+251.0%
-154.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +2.0% |
| 7D | -1.0% | -3.1% | +2.0% | +0.6% |
| 30D | -12.3% | -2.6% | -9.7% | -11.1% |
| 3M | -6.4% | +14.9% | -21.3% | -13.7% |
| 6M | +15.0% | +2.3% | +12.7% | +12.8% |
| YTD | +30.5% | +17.8% | +12.7% | +17.7% |
| 1Y | +35.7% | +24.2% | +11.5% | +18.3% |
| 3Y | +68.4% | +84.7% | -16.3% | +13.0% |
| 5Y | +73.1% | +103.2% | -30.1% | +7.1% |
| All | +96.7% | +251.0% | -154.3% | -3.6% |
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