+1,513.6%
HWM vs CCEP
+301.2%
+1,212.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | 0.0% |
| 7D | +11.1% | -0.3% | +11.4% | +11.3% |
| 30D | +3.0% | +11.0% | -8.0% | -3.3% |
| 3M | -20.7% | +9.2% | -29.9% | -25.1% |
| 6M | -17.2% | +27.2% | -44.4% | -28.9% |
| YTD | +9.1% | +30.3% | -21.2% | -8.0% |
| 1Y | +9.0% | +28.7% | -19.6% | -7.5% |
| 3Y | +353.8% | +109.4% | +244.4% | +177.4% |
| 5Y | +608.0% | +144.1% | +464.0% | +283.9% |
| 10Y | +1,510.3% | +332.0% | +1,178.3% | +565.9% |
| All | +1,513.6% | +301.2% | +1,212.4% | +545.4% |
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 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