+192.7%
HUT vs CCEP
+264.5%
-71.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -1.0% | +15.6% | +15.1% |
| 7D | -11.4% | +2.6% | -13.9% | -13.7% |
| 30D | -41.0% | +15.1% | -56.2% | -47.0% |
| 3M | -41.9% | +7.3% | -49.2% | -45.8% |
| 6M | -51.7% | +23.4% | -75.1% | -59.5% |
| YTD | +14.6% | +29.4% | -14.8% | -6.8% |
| 1Y | +21.4% | +34.2% | -12.8% | -4.1% |
| 3Y | +359.8% | +108.4% | +251.5% | +146.9% |
| 5Y | -27.5% | +147.3% | -174.7% | -64.5% |
| All | +192.7% | +264.5% | -71.8% | +12.7% |
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