+82.3%
HST vs CCEP
+147.2%
-64.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.6% |
| 7D | +3.6% | +2.1% | +1.5% | +2.7% |
| 30D | +11.2% | +10.6% | +0.6% | +6.4% |
| 3M | +13.1% | +10.3% | +2.8% | +8.2% |
| 6M | +23.9% | +31.1% | -7.2% | +9.8% |
| YTD | +52.3% | +32.1% | +20.2% | +33.4% |
| 1Y | +56.7% | +32.8% | +23.8% | +37.0% |
| 3Y | +87.5% | +111.3% | -23.8% | +24.5% |
| All | +82.3% | +147.2% | -64.9% | +6.5% |
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 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