-1.8%
CEG vs HBM
+117.5%
-119.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | +1.3% | +5.5% | -4.2% | 0.0% |
| 30D | +8.8% | +3.3% | +5.6% | +7.7% |
| 3M | +17.0% | +12.7% | +4.3% | +12.7% |
| 6M | -8.7% | +28.2% | -36.9% | -16.0% |
| YTD | -16.4% | +45.3% | -61.7% | -28.6% |
| 1Y | -1.8% | +121.7% | -123.5% | -32.9% |
| All | -1.8% | +117.5% | -119.3% | -32.9% |
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