+0.6%
HSY vs CCEP
+108.8%
-108.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -3.1% |
| 7D | +1.3% | +1.7% | -0.4% | +0.6% |
| 30D | +6.6% | +12.7% | -6.1% | +1.8% |
| 3M | -4.1% | +8.5% | -12.6% | -7.2% |
| 6M | -5.2% | +25.6% | -30.8% | -13.2% |
| YTD | -2.5% | +30.9% | -33.5% | -12.3% |
| 1Y | +4.7% | +32.0% | -27.2% | -6.0% |
| 3Y | +0.6% | +110.9% | -110.4% | -22.9% |
| All | +0.6% | +108.8% | -108.2% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling