+241.1%
HPE vs CEG
+651.0%
-409.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.6% | +2.2% | +4.1% |
| 7D | +0.3% | +11.8% | -11.5% | -2.8% |
| 30D | -28.6% | -6.5% | -22.0% | -27.1% |
| 3M | -7.4% | -1.2% | -6.2% | -7.2% |
| 6M | +63.7% | -8.0% | +71.7% | +66.5% |
| YTD | +111.7% | -21.9% | +133.6% | +122.4% |
| 1Y | +123.5% | -21.4% | +144.9% | +133.5% |
| 3Y | +238.7% | +130.0% | +108.7% | +151.4% |
| All | +241.1% | +651.0% | -409.9% | +106.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling