+104.3%
CEG vs HAL
-16.0%
+120.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.5% | +4.4% |
| 7D | -4.7% | -12.0% | +7.2% | -1.5% |
| 30D | -16.6% | +0.3% | -16.9% | -16.6% |
| 3M | -4.1% | -1.6% | -2.5% | -3.9% |
| 6M | -22.3% | -20.5% | -1.8% | -18.0% |
| YTD | -28.9% | +14.2% | -43.2% | -33.2% |
| 1Y | -28.5% | +18.9% | -47.3% | -33.8% |
| 3Y | +104.3% | -13.7% | +118.0% | +110.3% |
| All | +104.3% | -16.0% | +120.3% | +110.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling