-91.6%
HTZ vs CCEP
+128.2%
-219.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.8% | +5.3% | +7.0% |
| 7D | +18.9% | +4.2% | +14.7% | +16.0% |
| 30D | +26.3% | +14.2% | +12.1% | +16.3% |
| 3M | +49.7% | +9.1% | +40.5% | +41.5% |
| 6M | -61.1% | +26.9% | -88.0% | -66.9% |
| YTD | -56.0% | +29.1% | -85.1% | -63.3% |
| 1Y | -66.4% | +36.8% | -103.2% | -73.0% |
| 3Y | -75.8% | +108.5% | -184.3% | -85.5% |
| 5Y | -93.1% | +155.8% | -248.9% | -96.4% |
| All | -91.6% | +128.2% | -219.9% | -95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling