-25.4%
CEG vs HST
+55.2%
-80.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.6% | -3.6% |
| 7D | +1.7% | +0.6% | +1.1% | +1.4% |
| 30D | -10.2% | +14.5% | -24.6% | -12.6% |
| 3M | -0.8% | +15.4% | -16.2% | -3.8% |
| 6M | -11.5% | +22.0% | -33.5% | -15.7% |
| YTD | -23.9% | +54.9% | -78.7% | -29.5% |
| 1Y | -25.4% | +54.0% | -79.4% | -31.5% |
| All | -25.4% | +55.2% | -80.6% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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