-2.7%
CEG vs HLT
+13.1%
-15.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +5.0% |
| 7D | +8.0% | -3.3% | +11.3% | +8.5% |
| 30D | +12.9% | -4.1% | +17.0% | +13.5% |
| 3M | +13.2% | -7.9% | +21.1% | +14.5% |
| 6M | -7.0% | +2.2% | -9.1% | -7.7% |
| YTD | -15.0% | +8.5% | -23.5% | -15.0% |
| 1Y | -2.7% | +12.1% | -14.9% | -2.9% |
| All | -2.7% | +13.1% | -15.8% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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