+598.5%
CEG vs HBM
+165.5%
+433.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +3.2% |
| 7D | +17.8% | +5.1% | +12.8% | +16.5% |
| 30D | -4.5% | -15.8% | +11.3% | -0.4% |
| 3M | +1.5% | -22.4% | +23.9% | +7.6% |
| 6M | -3.5% | -20.2% | +16.7% | +0.2% |
| YTD | -19.7% | +9.0% | -28.7% | -24.6% |
| 1Y | -19.8% | +27.4% | -47.1% | -28.0% |
| 3Y | +136.4% | +424.2% | -287.8% | +49.4% |
| All | +598.5% | +165.5% | +433.0% | +361.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling