+298.8%
HPE vs CEG
+703.5%
-404.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.7% | +6.8% | +5.6% |
| 7D | +13.6% | +1.3% | +12.3% | +13.1% |
| 30D | +7.7% | +8.8% | -1.1% | +5.1% |
| 3M | +22.4% | +17.0% | +5.4% | +17.1% |
| 6M | +172.6% | -8.7% | +181.3% | +175.7% |
| YTD | +147.5% | -16.4% | +164.0% | +155.2% |
| 1Y | +151.8% | -1.8% | +153.5% | +146.5% |
| 3Y | +267.1% | +175.8% | +91.3% | +158.8% |
| All | +298.8% | +703.5% | -404.6% | +136.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling