+63.7%
HPE vs CEG
-12.6%
+76.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.6% | +2.2% | +3.5% |
| 7D | +0.3% | +11.8% | -11.5% | -5.3% |
| 30D | -28.6% | -6.5% | -22.0% | -26.6% |
| 3M | -7.4% | -1.2% | -6.2% | -6.6% |
| 6M | +63.7% | -8.0% | +71.7% | +69.0% |
| All | +63.7% | -12.6% | +76.3% | +69.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling