-4.6%
HD vs CEG
-33.0%
+28.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -6.7% | +13.2% | +6.5% |
| 7D | +11.9% | -4.8% | +16.7% | +11.9% |
| 30D | +26.4% | -8.2% | +34.6% | +26.2% |
| 3M | +2.8% | -7.9% | +10.7% | +2.5% |
| 6M | +15.5% | -23.2% | +38.7% | +15.6% |
| YTD | +5.5% | -30.1% | +35.7% | +4.6% |
| 1Y | -4.6% | -31.9% | +27.3% | -5.6% |
| All | -4.6% | -33.0% | +28.4% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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