+639.5%
CEG vs HPQ
+2.6%
+636.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.2% | +2.7% | +4.3% |
| 7D | +8.0% | +6.9% | +1.1% | +6.1% |
| 30D | +12.9% | +14.4% | -1.5% | +8.5% |
| 3M | +13.2% | +25.6% | -12.5% | +5.2% |
| 6M | -7.0% | +75.0% | -82.0% | -24.1% |
| YTD | -15.0% | +50.7% | -65.7% | -26.9% |
| 1Y | -2.7% | +18.7% | -21.4% | -9.2% |
| 3Y | +184.1% | +21.5% | +162.5% | +156.8% |
| All | +639.5% | +2.6% | +636.8% | +600.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling