+308.1%
HUBS vs CCEP
+236.1%
+72.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -9.0% | -2.8% | -6.2% | -7.9% |
| 30D | +7.2% | -4.0% | +11.3% | +9.2% |
| 3M | +20.9% | +5.2% | +15.7% | +18.6% |
| 6M | -13.0% | +2.7% | -15.7% | -14.5% |
| YTD | -43.8% | +14.5% | -58.4% | -47.8% |
| 1Y | -54.6% | +17.2% | -71.8% | -58.4% |
| 3Y | -58.5% | +79.3% | -137.8% | -69.6% |
| 5Y | -66.4% | +106.8% | -173.2% | -77.3% |
| All | +308.1% | +236.1% | +72.0% | +138.0% |
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