+253.6%
HL vs CEG
+681.8%
-428.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.3% | -3.2% |
| 7D | -5.6% | +0.3% | -5.9% | -5.8% |
| 30D | +12.7% | +2.9% | +9.9% | +11.9% |
| 3M | +42.5% | +18.2% | +24.3% | +36.5% |
| 6M | -9.0% | -9.5% | +0.5% | -7.2% |
| YTD | +4.4% | -18.7% | +23.1% | +8.5% |
| 1Y | +82.7% | -10.1% | +92.8% | +84.5% |
| 3Y | +406.3% | +168.3% | +237.9% | +227.5% |
| All | +253.6% | +681.8% | -428.2% | +113.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling