+134.7%
CEG vs HLT
+133.3%
+1.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +12.1% | +0.7% | +11.4% | +11.6% |
| 30D | +0.2% | +13.7% | -13.5% | -7.0% |
| 3M | +0.7% | +16.3% | -15.6% | -7.8% |
| 6M | +2.2% | +19.9% | -17.7% | -9.1% |
| YTD | -20.3% | +30.1% | -50.4% | -33.3% |
| 1Y | -16.1% | +38.5% | -54.6% | -33.3% |
| 3Y | +134.7% | +131.0% | +3.6% | +20.9% |
| All | +134.7% | +133.3% | +1.4% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling