-28.5%
CEG vs HST
+57.3%
-85.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -4.7% | -2.7% | -2.0% | -4.2% |
| 30D | -16.6% | +10.7% | -27.3% | -18.2% |
| 3M | -4.1% | +6.3% | -10.4% | -5.3% |
| 6M | -22.3% | +19.0% | -41.3% | -25.5% |
| YTD | -28.9% | +47.0% | -76.0% | -34.2% |
| 1Y | -28.5% | +53.4% | -81.9% | -34.3% |
| All | -28.5% | +57.3% | -85.7% | -34.3% |
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