+518.2%
CEG vs HST
+77.9%
+440.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -4.7% | -2.7% | -2.0% | -3.8% |
| 30D | -16.6% | +10.7% | -27.3% | -20.0% |
| 3M | -4.1% | +6.3% | -10.4% | -6.7% |
| 6M | -22.3% | +19.0% | -41.3% | -28.1% |
| YTD | -28.9% | +47.0% | -76.0% | -40.0% |
| 1Y | -28.5% | +53.4% | -81.9% | -40.8% |
| 3Y | +104.3% | +78.0% | +26.3% | +55.1% |
| All | +518.2% | +77.9% | +440.3% | +417.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling