+128.1%
HSY vs CCEP
+237.8%
-109.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +1.9% | +0.1% |
| 7D | -3.0% | -3.7% | +0.7% | -1.9% |
| 30D | -5.0% | -2.1% | -3.0% | -4.5% |
| 3M | -1.3% | +7.2% | -8.5% | -3.3% |
| 6M | -21.5% | +3.3% | -24.8% | -22.4% |
| YTD | -3.3% | +15.7% | -19.0% | -7.4% |
| 1Y | -5.5% | +16.6% | -22.0% | -9.8% |
| 3Y | -9.9% | +84.3% | -94.2% | -24.5% |
| 5Y | +11.3% | +109.0% | -97.7% | -10.9% |
| 10Y | +128.1% | +238.1% | -110.1% | +58.2% |
| All | +128.1% | +237.8% | -109.8% | +58.2% |
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