+448.2%
HUT vs CCEP
+222.6%
+225.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.1% | +8.9% | +8.9% |
| 7D | +5.4% | -2.8% | +8.2% | +7.3% |
| 30D | +8.6% | -4.0% | +12.7% | +10.8% |
| 3M | -15.2% | +5.2% | -20.4% | -19.3% |
| 6M | +92.9% | +2.7% | +90.2% | +86.3% |
| YTD | +114.6% | +14.5% | +100.1% | +92.2% |
| 1Y | +208.5% | +17.2% | +191.4% | +167.8% |
| 3Y | +821.5% | +79.3% | +742.2% | +457.4% |
| 5Y | +101.8% | +106.8% | -4.9% | +12.2% |
| All | +448.2% | +222.6% | +225.7% | +132.4% |
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