+265.3%
HL vs CEG
+717.3%
-452.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.9% | -7.4% | -3.8% |
| 7D | +1.5% | +8.0% | -6.6% | -0.7% |
| 30D | +25.1% | +12.9% | +12.1% | +21.1% |
| 3M | +22.9% | +13.2% | +9.7% | +19.1% |
| 6M | -4.9% | -7.0% | +2.1% | -3.9% |
| YTD | +7.8% | -15.0% | +22.8% | +10.7% |
| 1Y | +133.9% | -2.7% | +136.6% | +131.3% |
| 3Y | +380.9% | +184.1% | +196.8% | +205.8% |
| All | +265.3% | +717.3% | -452.0% | +117.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling