+639.5%
CEG vs HDB
-30.0%
+669.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.0% |
| 7D | +8.0% | +0.4% | +7.6% | +7.9% |
| 30D | +12.9% | -2.8% | +15.7% | +13.7% |
| 3M | +13.2% | -3.5% | +16.7% | +13.7% |
| 6M | -7.0% | -24.7% | +17.7% | -0.9% |
| YTD | -15.0% | -36.6% | +21.6% | -5.6% |
| 1Y | -2.7% | -34.4% | +31.6% | +6.8% |
| 3Y | +184.1% | -24.4% | +208.5% | +195.5% |
| All | +639.5% | -30.0% | +669.5% | +661.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 all: compounded portfolio wealth divided by compounded HDB 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…
all analysis · Full analysis span regression · 6 months rolling