-80.2%
HTZ vs CCEP
+111.8%
-192.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +1.3% | -22.0% | -21.3% |
| 7D | -7.7% | +5.7% | -13.5% | -10.3% |
| 30D | -13.1% | +15.3% | -28.4% | -19.3% |
| 3M | +14.7% | +8.0% | +6.7% | +10.1% |
| 6M | -70.6% | +26.7% | -97.3% | -74.4% |
| YTD | -65.2% | +30.7% | -95.9% | -70.5% |
| 1Y | -73.2% | +36.5% | -109.7% | -78.0% |
| All | -80.2% | +111.8% | -192.0% | -86.9% |
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