-61.1%
HTZ vs CCEP
+25.3%
-86.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.8% | +5.3% | +9.1% |
| 7D | +18.9% | +4.2% | +14.7% | +18.6% |
| 30D | +26.3% | +14.2% | +12.1% | +26.1% |
| 3M | +49.7% | +9.1% | +40.5% | +49.4% |
| 6M | -61.1% | +26.9% | -88.0% | -60.9% |
| All | -61.1% | +25.3% | -86.4% | -60.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling