+2.2%
CEG vs HPQ
+39.8%
-37.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.4% | -0.6% |
| 7D | +12.1% | +3.2% | +8.9% | +12.4% |
| 30D | +0.2% | -3.6% | +3.8% | +0.2% |
| 3M | +0.7% | -5.3% | +6.0% | +0.9% |
| 6M | +2.2% | +41.1% | -38.9% | +3.6% |
| All | +2.2% | +39.8% | -37.5% | +3.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling