+217.0%
HUT vs CCEP
+268.8%
-51.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.2% | +7.1% | +7.7% |
| 7D | +3.7% | +1.7% | +2.0% | +1.7% |
| 30D | -32.3% | +12.7% | -45.0% | -38.2% |
| 3M | -35.6% | +8.5% | -44.1% | -40.3% |
| 6M | -42.1% | +25.6% | -67.7% | -51.9% |
| YTD | +24.1% | +30.9% | -6.8% | +0.3% |
| 1Y | +27.9% | +32.0% | -4.1% | +2.3% |
| 3Y | +409.1% | +110.9% | +298.2% | +171.5% |
| 5Y | -25.9% | +138.5% | -164.4% | -62.8% |
| All | +217.0% | +268.8% | -51.7% | +21.4% |
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 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