+104.3%
CEG vs HAS
+181.4%
-77.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.4% |
| 7D | -4.7% | -0.2% | -4.6% | -4.8% |
| 30D | -16.6% | +31.0% | -47.6% | -21.3% |
| 3M | -4.1% | +30.7% | -34.8% | -9.6% |
| 6M | -22.3% | +23.9% | -46.2% | -26.3% |
| YTD | -28.9% | +48.3% | -77.2% | -36.4% |
| 1Y | -28.5% | +60.2% | -88.7% | -37.4% |
| 3Y | +104.3% | +189.2% | -84.9% | +50.0% |
| All | +104.3% | +181.4% | -77.1% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling