+420.1%
HUT vs CCEP
+232.0%
+188.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.1% | +9.3% | +8.1% |
| 7D | +17.8% | -3.1% | +20.8% | +19.9% |
| 30D | +0.8% | -2.6% | +3.4% | +1.9% |
| 3M | -26.8% | +14.9% | -41.7% | -34.4% |
| 6M | +72.6% | +2.3% | +70.3% | +67.3% |
| YTD | +103.6% | +17.8% | +85.8% | +79.1% |
| 1Y | +265.3% | +24.2% | +241.1% | +205.0% |
| 3Y | +689.4% | +84.7% | +604.7% | +368.3% |
| 5Y | +75.3% | +103.2% | -27.9% | -1.6% |
| All | +420.1% | +232.0% | +188.2% | +116.6% |
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