+1,387.4%
HWM vs CCEP
+298.5%
+1,088.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +3.0% |
| 7D | +3.3% | +2.6% | +0.7% | +1.6% |
| 30D | -7.6% | +15.1% | -22.7% | -15.0% |
| 3M | -28.9% | +7.3% | -36.2% | -32.3% |
| 6M | -19.7% | +23.4% | -43.1% | -29.9% |
| YTD | +0.5% | +29.4% | -28.9% | -14.9% |
| 1Y | +0.3% | +34.2% | -34.0% | -17.1% |
| 3Y | +325.8% | +108.4% | +217.5% | +160.8% |
| 5Y | +524.7% | +147.3% | +377.5% | +235.2% |
| 10Y | +1,491.8% | +301.3% | +1,190.4% | +543.2% |
| All | +1,387.4% | +298.5% | +1,088.9% | +497.0% |
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