+152.3%
HUM vs CCEP
+236.1%
-83.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +2.1% | -2.8% | +4.9% | +2.8% |
| 30D | +5.4% | -4.0% | +9.4% | +6.4% |
| 3M | +11.4% | +5.2% | +6.2% | +9.8% |
| 6M | +141.5% | +2.7% | +138.8% | +138.9% |
| YTD | +61.2% | +14.5% | +46.7% | +54.5% |
| 1Y | +49.2% | +17.2% | +32.0% | +41.8% |
| 3Y | -9.0% | +79.3% | -88.4% | -24.4% |
| 5Y | +7.2% | +106.8% | -99.6% | -16.0% |
| All | +152.3% | +236.1% | -83.8% | +82.5% |
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