-30.4%
CEG vs HAL
+16.9%
-47.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.5% | +4.3% |
| 7D | -4.7% | -12.0% | +7.2% | -4.2% |
| 30D | -16.6% | +0.3% | -16.9% | -16.3% |
| 3M | -4.1% | -1.6% | -2.5% | -3.5% |
| 6M | -22.3% | -20.5% | -1.8% | -21.9% |
| YTD | -28.9% | +14.2% | -43.2% | -26.1% |
| All | -30.4% | +16.9% | -47.3% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 1y: compounded portfolio wealth divided by compounded HAL 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…
1y analysis · Full analysis span regression · 6 months rolling