+249.2%
HPE vs CEG
+181.7%
+67.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | 0.0% | +7.7% | +7.7% |
| 7D | +10.1% | +6.7% | +3.5% | +8.1% |
| 30D | +5.3% | +11.0% | -5.7% | +2.2% |
| 3M | +12.7% | +19.5% | -6.8% | +7.3% |
| 6M | +167.7% | -5.9% | +173.5% | +168.4% |
| YTD | +135.5% | -15.0% | +150.4% | +141.7% |
| 1Y | +143.4% | +0.6% | +142.8% | +136.7% |
| 3Y | +249.2% | +180.6% | +68.6% | +156.5% |
| All | +249.2% | +181.7% | +67.5% | +156.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling