+518.2%
CEG vs HBM
+156.8%
+361.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +3.9% |
| 7D | -4.7% | -3.6% | -1.1% | -4.0% |
| 30D | -16.6% | -19.2% | +2.6% | -12.1% |
| 3M | -4.1% | -20.5% | +16.4% | +0.9% |
| 6M | -22.3% | -12.8% | -9.5% | -21.4% |
| YTD | -28.9% | +5.4% | -34.4% | -32.8% |
| 1Y | -28.5% | +33.0% | -61.4% | -36.6% |
| 3Y | +104.3% | +357.3% | -253.0% | +32.5% |
| All | +518.2% | +156.8% | +361.5% | +311.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling