+593.1%
CEG vs HPQ
-6.8%
+599.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.4% | -1.2% |
| 7D | +12.1% | +3.2% | +8.9% | +11.3% |
| 30D | +0.2% | -3.6% | +3.8% | +0.5% |
| 3M | +0.7% | -5.3% | +6.0% | +0.7% |
| 6M | +2.2% | +41.1% | -38.9% | -11.2% |
| YTD | -20.3% | +36.9% | -57.2% | -30.6% |
| 1Y | -16.1% | +23.5% | -39.6% | -24.3% |
| 3Y | +134.7% | +19.6% | +115.1% | +109.7% |
| All | +593.1% | -6.8% | +599.9% | +565.2% |
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