+124.4%
HSY vs CCEP
+342.6%
-218.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.2% |
| 7D | -2.1% | +2.1% | -4.2% | -2.7% |
| 30D | +6.1% | +10.6% | -4.5% | +3.1% |
| 3M | -5.6% | +10.3% | -15.9% | -8.3% |
| 6M | -9.5% | +31.1% | -40.6% | -16.3% |
| YTD | -2.1% | +32.1% | -34.2% | -9.8% |
| 1Y | +0.8% | +32.8% | -32.0% | -7.3% |
| 3Y | -2.1% | +111.3% | -113.5% | -21.0% |
| 5Y | +11.2% | +147.5% | -136.3% | -14.9% |
| All | +124.4% | +342.6% | -218.1% | +49.0% |
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