-4.7%
HD vs CEG
-31.6%
+26.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.3% | -6.1% | -1.8% |
| 7D | +4.3% | -4.7% | +9.1% | +4.3% |
| 30D | +20.2% | -16.6% | +36.8% | +20.7% |
| 3M | -1.0% | -4.1% | +3.1% | -1.4% |
| 6M | +7.9% | -22.3% | +30.2% | +8.0% |
| YTD | +2.0% | -28.9% | +30.9% | +0.9% |
| All | -4.7% | -31.6% | +26.9% | -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