+155.0%
HPE vs CEG
-10.5%
+165.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.4% | +12.9% | +12.5% |
| 7D | +19.4% | -4.8% | +24.2% | +20.7% |
| 30D | +5.6% | +2.3% | +3.3% | +4.9% |
| 3M | +33.1% | +15.6% | +17.5% | +28.5% |
| 6M | +192.5% | -5.0% | +197.5% | +190.1% |
| YTD | +160.9% | -19.0% | +180.0% | +169.7% |
| 1Y | +155.0% | -10.0% | +164.9% | +158.3% |
| All | +155.0% | -10.5% | +165.5% | +158.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling