+626.9%
CEG vs HPQ
+2.8%
+624.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.9% | -6.6% | -3.1% |
| 7D | +1.3% | +2.2% | -0.9% | +0.6% |
| 30D | +8.8% | +9.7% | -0.9% | +5.7% |
| 3M | +17.0% | +32.7% | -15.8% | +6.9% |
| 6M | -8.7% | +77.7% | -86.4% | -25.9% |
| YTD | -16.4% | +51.0% | -67.4% | -28.3% |
| 1Y | -1.8% | +18.4% | -20.2% | -8.2% |
| 3Y | +175.8% | +25.6% | +150.2% | +146.6% |
| All | +626.9% | +2.8% | +624.1% | +587.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 5y: compounded portfolio wealth divided by compounded HPQ 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…
5y analysis · Full analysis span regression · 6 months rolling