-25.4%
CEG vs HAS
+63.0%
-88.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.8% | -3.0% |
| 7D | +1.7% | +3.3% | -1.6% | +1.7% |
| 30D | -10.2% | +30.5% | -40.7% | -10.1% |
| 3M | -0.8% | +29.9% | -30.7% | -0.8% |
| 6M | -11.5% | +26.5% | -38.1% | -12.8% |
| YTD | -23.9% | +51.9% | -75.8% | -27.1% |
| 1Y | -25.4% | +60.9% | -86.3% | -27.5% |
| All | -25.4% | +63.0% | -88.4% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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