-93.4%
HTZ vs CCEP
+131.1%
-224.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +1.3% | -22.0% | -21.5% |
| 7D | -7.7% | +5.7% | -13.5% | -10.9% |
| 30D | -13.1% | +15.3% | -28.4% | -20.6% |
| 3M | +14.7% | +8.0% | +6.7% | +8.9% |
| 6M | -70.6% | +26.7% | -97.3% | -75.0% |
| YTD | -65.2% | +30.7% | -95.9% | -71.2% |
| 1Y | -73.2% | +36.5% | -109.7% | -78.5% |
| 3Y | -80.8% | +111.1% | -191.9% | -88.6% |
| 5Y | -94.8% | +149.7% | -244.5% | -97.3% |
| All | -93.4% | +131.1% | -224.5% | -96.4% |
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