+664.8%
HUBS vs CCEP
+357.4%
+307.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.6% | -1.7% | -3.2% |
| 7D | -6.2% | -3.7% | -2.6% | -4.7% |
| 30D | +6.6% | -2.1% | +8.7% | +7.6% |
| 3M | +16.4% | +7.2% | +9.3% | +13.3% |
| 6M | -19.7% | +3.3% | -23.0% | -21.4% |
| YTD | -42.6% | +15.7% | -58.3% | -47.0% |
| 1Y | -54.2% | +16.6% | -70.7% | -57.9% |
| 3Y | -57.1% | +84.3% | -141.4% | -69.1% |
| 5Y | -66.2% | +109.0% | -175.3% | -77.2% |
| 10Y | +328.3% | +238.1% | +90.1% | +130.7% |
| All | +664.8% | +357.4% | +307.3% | +234.8% |
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