-2.7%
CEG vs HBM
+123.0%
-125.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.8% | +5.1% |
| 7D | +8.0% | -6.4% | +14.4% | +9.6% |
| 30D | +12.9% | +5.9% | +7.0% | +11.1% |
| 3M | +13.2% | -8.9% | +22.1% | +14.3% |
| 6M | -7.0% | +10.7% | -17.7% | -11.1% |
| YTD | -15.0% | +38.3% | -53.3% | -26.1% |
| 1Y | -2.7% | +121.3% | -124.1% | -32.1% |
| All | -2.7% | +123.0% | -125.7% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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