+598.5%
CEG vs HST
+84.4%
+514.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.2% |
| 7D | +17.8% | +3.6% | +14.2% | +16.2% |
| 30D | -4.5% | +9.9% | -14.4% | -8.2% |
| 3M | +1.5% | +12.9% | -11.4% | -3.5% |
| 6M | -3.5% | +22.9% | -26.4% | -11.8% |
| YTD | -19.7% | +52.4% | -72.1% | -33.2% |
| 1Y | -19.8% | +52.5% | -72.3% | -33.4% |
| 3Y | +136.4% | +87.4% | +49.0% | +76.0% |
| All | +598.5% | +84.4% | +514.1% | +476.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling